+406.9%
CBRE vs ALM
+2,221.4%
-1,814.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.7% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | +5.6% | -26.1% | +31.7% | +6.6% |
| 3M | -6.8% | -38.1% | +31.4% | -5.6% |
| 6M | -5.6% | -55.4% | +49.8% | -3.7% |
| YTD | -14.1% | -0.4% | -13.7% | -14.9% |
| 1Y | -9.5% | +25.4% | -34.8% | -11.1% |
| 3Y | +91.8% | +907.8% | -816.0% | +73.5% |
| 5Y | +30.3% | +440.2% | -409.8% | +18.6% |
| 10Y | +406.9% | +2,031.1% | -1,624.3% | +346.6% |
| All | +406.9% | +2,221.4% | -1,814.6% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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