+265.8%
CBRE vs ACM
+233.3%
+32.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.2% | +5.4% | -0.2% | +1.5% |
| 30D | +6.2% | +15.1% | -8.9% | -3.7% |
| 3M | -8.1% | -10.5% | +2.4% | -2.0% |
| 6M | -6.6% | -19.7% | +13.1% | +5.7% |
| YTD | -15.7% | -28.8% | +13.1% | +3.4% |
| 1Y | -9.7% | -47.9% | +38.2% | +37.0% |
| 3Y | +80.4% | -12.4% | +92.8% | +82.3% |
| 5Y | +27.0% | +0.6% | +26.5% | +14.4% |
| 10Y | +412.9% | +161.3% | +251.6% | +93.3% |
| All | +265.8% | +233.3% | +32.5% | +2.7% |
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