+364.6%
CBRE vs ALM
+1,942.8%
-1,578.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.3% |
| 7D | -2.8% | -4.0% | +1.2% | -2.7% |
| 30D | +2.2% | -30.5% | +32.7% | +3.4% |
| 3M | -10.1% | -46.9% | +36.8% | -8.5% |
| 6M | -8.0% | -65.5% | +57.5% | -5.4% |
| YTD | -17.6% | -13.4% | -4.2% | -18.0% |
| 1Y | -14.7% | +9.8% | -24.5% | -15.9% |
| 3Y | +80.4% | +783.1% | -702.8% | +63.7% |
| 5Y | +25.9% | +378.3% | -352.4% | +14.9% |
| All | +364.6% | +1,942.8% | -1,578.3% | +307.2% |
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