-13.0%
CBRE vs ALM
+347.8%
-360.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +8.8% | -12.6% | -4.1% |
| 7D | -1.5% | +8.4% | -9.9% | -1.9% |
| 30D | -4.0% | +34.8% | -38.8% | -5.4% |
| 3M | +8.0% | +16.2% | -8.2% | +6.8% |
| 6M | +4.0% | +2.1% | +1.8% | +3.0% |
| YTD | -11.5% | +117.0% | -128.6% | -15.6% |
| 1Y | -13.0% | +313.9% | -326.9% | -24.7% |
| All | -13.0% | +347.8% | -360.8% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling