+5,716.2%
CMI vs CBRE
+2,234.5%
+3,481.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -0.7% | -2.0% | +1.2% | -0.1% |
| 30D | -13.4% | -2.2% | -11.3% | -13.1% |
| 3M | -17.0% | +12.9% | -29.9% | -21.3% |
| 6M | -1.6% | +4.3% | -6.0% | -4.3% |
| YTD | +11.0% | -8.0% | +19.0% | +12.0% |
| 1Y | +41.9% | -8.6% | +50.5% | +43.1% |
| 3Y | +151.8% | +71.9% | +79.9% | +100.1% |
| 5Y | +163.6% | +50.0% | +113.6% | +116.6% |
| 10Y | +472.9% | +390.1% | +82.9% | +195.9% |
| All | +5,716.2% | +2,234.5% | +3,481.8% | +1,589.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling