+406.9%
CBRE vs ACWI
+226.8%
+180.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -1.3% |
| 7D | +1.0% | +0.3% | +0.7% | +0.6% |
| 30D | +5.6% | -2.8% | +8.5% | +9.4% |
| 3M | -6.8% | -3.2% | -3.6% | -2.9% |
| 6M | -5.6% | +1.3% | -6.9% | -7.7% |
| YTD | -14.1% | +11.2% | -25.3% | -25.5% |
| 1Y | -9.5% | +13.8% | -23.3% | -23.7% |
| 3Y | +91.8% | +76.2% | +15.6% | -8.4% |
| 5Y | +30.3% | +59.5% | -29.1% | -28.1% |
| 10Y | +406.9% | +222.2% | +184.7% | +10.9% |
| All | +406.9% | +226.8% | +180.0% | +10.9% |
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