+385.0%
CBRE vs ARMK
+136.6%
+248.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -4.4% |
| 7D | -1.5% | +1.7% | -3.2% | -2.3% |
| 30D | -4.0% | +3.1% | -7.1% | -5.5% |
| 3M | +8.0% | +9.2% | -1.2% | +3.3% |
| 6M | +4.0% | +43.7% | -39.7% | -13.4% |
| YTD | -11.5% | +57.4% | -68.9% | -29.5% |
| 1Y | -13.0% | +51.9% | -64.9% | -29.6% |
| 3Y | +66.9% | +125.4% | -58.5% | +8.6% |
| 5Y | +45.0% | +149.1% | -104.0% | -11.8% |
| 10Y | +385.0% | +135.4% | +249.6% | +181.8% |
| All | +385.0% | +136.6% | +248.4% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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