+548.2%
CBRE vs ALM
+7,705.7%
-7,157.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -2.0% | -2.6% | +0.6% | -2.0% |
| 30D | -2.2% | +32.0% | -34.2% | -2.3% |
| 3M | +12.9% | -15.0% | +27.9% | +12.9% |
| 6M | +4.3% | -10.1% | +14.4% | +4.3% |
| YTD | -8.0% | +99.4% | -107.5% | -8.4% |
| 1Y | -8.6% | +316.4% | -324.9% | -9.3% |
| 3Y | +71.9% | +2,022.0% | -1,950.1% | +69.0% |
| 5Y | +50.0% | +941.2% | -891.2% | +47.7% |
| 10Y | +390.1% | +2,950.3% | -2,560.3% | +379.0% |
| All | +548.2% | +7,705.7% | -7,157.6% | +518.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling