+385.0%
CBRE vs ALM
+3,219.4%
-2,834.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.6% | -4.1% |
| 7D | -1.5% | +8.4% | -9.9% | -1.8% |
| 30D | -4.0% | +34.8% | -38.8% | -5.0% |
| 3M | +8.0% | +16.2% | -8.2% | +7.1% |
| 6M | +4.0% | +2.1% | +1.8% | +3.2% |
| YTD | -11.5% | +117.0% | -128.6% | -14.3% |
| 1Y | -13.0% | +313.9% | -326.9% | -17.7% |
| 3Y | +66.9% | +2,327.9% | -2,261.0% | +46.8% |
| 5Y | +45.0% | +1,040.6% | -995.6% | +29.2% |
| 10Y | +385.0% | +3,219.4% | -2,834.4% | +314.1% |
| All | +385.0% | +3,219.4% | -2,834.4% | +314.1% |
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