-9.0%
CBRE vs ACM
-46.1%
+37.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +0.2% |
| 7D | +1.0% | +6.9% | -5.9% | -1.2% |
| 30D | +5.6% | +19.1% | -13.4% | -0.2% |
| 3M | -6.8% | -6.9% | +0.2% | -5.5% |
| 6M | -5.6% | -12.0% | +6.5% | -2.6% |
| YTD | -14.1% | -25.1% | +11.1% | -3.0% |
| All | -9.0% | -46.1% | +37.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling