+406.9%
CBRE vs ARMK
+131.1%
+275.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | 0.0% |
| 7D | +1.0% | +0.9% | +0.1% | +0.4% |
| 30D | +5.6% | -0.4% | +6.0% | +5.4% |
| 3M | -6.8% | -2.0% | -4.8% | -6.4% |
| 6M | -5.6% | +22.0% | -27.5% | -15.2% |
| YTD | -14.1% | +49.6% | -63.7% | -30.1% |
| 1Y | -9.5% | +46.4% | -55.8% | -25.6% |
| 3Y | +91.8% | +103.2% | -11.4% | +30.9% |
| 5Y | +30.3% | +108.1% | -77.8% | -13.7% |
| 10Y | +406.9% | +129.4% | +277.4% | +189.7% |
| All | +406.9% | +131.1% | +275.8% | +189.7% |
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