+27.3%
CBRE vs ALM
+410.2%
-383.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.7% | -7.3% | +0.1% |
| 7D | -1.8% | +1.2% | -3.0% | -1.8% |
| 30D | +3.3% | -19.3% | +22.6% | +4.1% |
| 3M | -12.4% | -40.6% | +28.3% | -10.9% |
| 6M | -5.4% | -57.9% | +52.6% | -2.8% |
| YTD | -17.2% | -6.7% | -10.5% | -18.0% |
| 1Y | -13.1% | +20.2% | -33.3% | -14.9% |
| 3Y | +81.6% | +879.4% | -797.9% | +57.5% |
| All | +27.3% | +410.2% | -383.0% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling