+494.1%
CBRE vs ALM
+3,507.4%
-3,013.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.6% |
| 7D | +5.2% | -6.7% | +11.8% | +5.2% |
| 30D | +6.2% | -32.9% | +39.1% | +6.4% |
| 3M | -8.1% | -39.5% | +31.4% | -7.9% |
| 6M | -6.6% | -62.0% | +55.3% | -6.3% |
| YTD | -15.7% | -7.8% | -7.9% | -15.8% |
| 1Y | -9.7% | +26.7% | -36.3% | -9.9% |
| 3Y | +80.4% | +825.4% | -745.0% | +78.1% |
| 5Y | +27.0% | +401.2% | -374.2% | +25.5% |
| 10Y | +412.9% | +2,074.0% | -1,661.1% | +402.5% |
| All | +494.1% | +3,507.4% | -3,013.4% | +469.0% |
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