+396.6%
CBRE vs ACWI
+228.2%
+168.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.5% | -2.5% | -2.5% |
| 30D | -2.2% | +0.9% | -3.1% | -3.2% |
| 3M | +12.9% | +2.4% | +10.5% | +9.0% |
| 6M | +4.3% | +12.4% | -8.1% | -10.7% |
| YTD | -8.0% | +15.2% | -23.2% | -23.6% |
| 1Y | -8.6% | +22.7% | -31.3% | -30.2% |
| 3Y | +71.9% | +75.8% | -3.9% | -17.5% |
| 5Y | +50.0% | +67.7% | -17.7% | -22.4% |
| All | +396.6% | +228.2% | +168.4% | +4.9% |
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