+114.8%
CMI vs CBRE
+26.1%
+88.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.5% | -1.8% | +2.2% | +1.2% |
| 30D | -14.0% | +3.3% | -17.3% | -15.3% |
| 3M | -28.1% | -12.4% | -15.8% | -25.0% |
| 6M | -35.8% | -5.4% | -30.5% | -35.6% |
| YTD | -10.5% | -17.2% | +6.7% | -6.1% |
| 1Y | -1.9% | -13.1% | +11.2% | +0.6% |
| 3Y | +121.0% | +81.6% | +39.4% | +57.9% |
| All | +114.8% | +26.1% | +88.7% | +72.8% |
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