+386.9%
CBRE vs ACWI
+227.3%
+159.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -1.6% |
| 7D | -4.6% | -0.7% | -4.0% | -3.9% |
| 30D | +3.0% | -2.0% | +5.0% | +5.5% |
| 3M | -8.7% | -2.2% | -6.6% | -6.2% |
| 6M | -7.9% | +1.9% | -9.8% | -10.6% |
| YTD | -16.3% | +12.0% | -28.3% | -28.0% |
| 1Y | -13.1% | +12.5% | -25.6% | -25.7% |
| 3Y | +83.1% | +75.4% | +7.7% | -12.0% |
| 5Y | +27.7% | +61.5% | -33.8% | -30.6% |
| 10Y | +386.9% | +227.1% | +159.8% | +3.0% |
| All | +386.9% | +227.3% | +159.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling