+4,590.1%
CMI vs CBRE
+2,001.9%
+2,588.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +0.5% | -1.8% | +2.2% | +1.1% |
| 30D | -14.0% | +3.3% | -17.3% | -15.3% |
| 3M | -28.1% | -12.4% | -15.8% | -25.2% |
| 6M | -35.8% | -5.4% | -30.5% | -35.6% |
| YTD | -10.5% | -17.2% | +6.7% | -6.7% |
| 1Y | -1.9% | -13.1% | +11.2% | +0.6% |
| 3Y | +121.0% | +81.6% | +39.4% | +71.8% |
| 5Y | +114.6% | +26.4% | +88.1% | +86.6% |
| 10Y | +325.5% | +381.6% | -56.2% | +120.6% |
| All | +4,590.1% | +2,001.9% | +2,588.2% | +1,307.4% |
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