+165.0%
CMI vs CBRE
+43.6%
+121.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -0.7% | -5.0% | +4.3% | +1.2% |
| 30D | -12.4% | -4.7% | -7.7% | -11.1% |
| 3M | -14.8% | +6.5% | -21.3% | -17.9% |
| 6M | +0.8% | +6.1% | -5.3% | -3.2% |
| YTD | +10.2% | -12.6% | +22.8% | +13.7% |
| 1Y | +37.4% | -15.3% | +52.7% | +43.3% |
| 3Y | +153.3% | +64.6% | +88.7% | +91.1% |
| All | +165.0% | +43.6% | +121.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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