+299.2%
CBRE vs ACM
+230.8%
+68.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -2.0% | -3.7% | +1.8% | +0.7% |
| 30D | -2.2% | -11.1% | +8.9% | +5.0% |
| 3M | +12.9% | -8.0% | +20.9% | +17.5% |
| 6M | +4.3% | -29.7% | +34.0% | +29.6% |
| YTD | -8.0% | -29.4% | +21.3% | +13.6% |
| 1Y | -8.6% | -46.4% | +37.9% | +35.5% |
| 3Y | +71.9% | -22.3% | +94.2% | +90.0% |
| 5Y | +50.0% | +4.5% | +45.5% | +30.5% |
| 10Y | +390.1% | +127.6% | +262.4% | +105.9% |
| All | +299.2% | +230.8% | +68.4% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling