+72.2%
CBRE vs ACM
-21.7%
+93.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | -3.7% | +1.8% | -0.3% |
| 30D | -2.2% | -11.1% | +8.9% | +2.4% |
| 3M | +12.9% | -8.0% | +20.9% | +16.0% |
| 6M | +4.3% | -29.7% | +34.0% | +21.8% |
| YTD | -8.0% | -29.4% | +21.3% | +7.5% |
| 1Y | -8.6% | -46.4% | +37.9% | +20.8% |
| All | +72.2% | -21.7% | +93.8% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling