+550.5%
CBRE vs ACWI
+330.1%
+220.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.8% | +0.4% | +3.0% |
| 7D | +6.0% | -4.0% | +10.1% | +13.4% |
| 30D | +4.4% | -5.8% | +10.2% | +15.2% |
| 3M | -9.8% | -5.0% | -4.8% | -1.7% |
| 6M | -4.4% | +0.7% | -5.1% | -6.8% |
| YTD | -15.2% | +8.4% | -23.6% | -27.3% |
| 1Y | -9.1% | +10.1% | -19.3% | -24.2% |
| 3Y | +79.4% | +70.8% | +8.6% | -30.6% |
| 5Y | +27.8% | +55.4% | -27.6% | -41.9% |
| 10Y | +416.1% | +223.3% | +192.8% | -41.2% |
| All | +550.5% | +330.1% | +220.4% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling