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2026 Capital Market Assumptions for Private Markets: What Allocators Need to Know

Written by Andrea Carnelli Dompé | Feb 17, 2026 5:37:57 AM

Every January, the institutional investment world enters what might as well be called CMA season.

CIOs, investment committees, and asset allocators revisit long-term return assumptions across asset classes. Asset managers respond in force—publishing annual outlooks, revising expected returns, and reframing the opportunity set for the next decade.

For public markets, this process is well-trodden. For private markets, it’s only just starting to catch up.

CMA Season: Outlooks Everywhere, Estimates Less So

By now, nearly every major asset manager publishes a 2026 outlook. These documents typically cover macro views, regime shifts, and portfolio construction themes.

Only a subset, however, go a step further and publish explicit Capital Market Assumptions (CMAs)—point estimates for long-term returns, volatility, and correlations.

That distinction matters.

Outlooks tell a story.

CMAs drive models, pacing plans, and allocation decisions.

Private Markets: Historically Neglected, Rapidly Maturing

For decades, detailed CMAs were largely confined to liquid asset classes—public equity, fixed income, and inflation-linked assets.

Private equity, private credit, infrastructure, and real assets were often:

  • Grouped into a single “alternatives” bucket

  • Assigned stale, heuristic return assumptions

  • Updated infrequently, if at all

That’s changing. A growing number of managers are now publishing private-markets-specific views, either:

  • Embedded within broader multi-asset CMAs, or

  • As dedicated private markets outlooks

Examples include firms like Aberdeen Investments, BlackRock, J.P. Morgan Asset Management, KKR, and PGIM—each now providing more granular guidance on private market return expectations.

The Problem for Allocators: Information Is Fragmented

While progress is real, it comes with a new challenge.

Private markets CMAs are:

  • Scattered across dozens of PDFs

  • Inconsistent in structure and terminology

  • Hard to compare year-over-year

  • Rarely centralized in one place

For allocators running an annual recalibration exercise, this creates unnecessary friction—especially when models still live in Excel.

A Centralized View of 2026 Private Markets CMAs

To make CMA season easier for private markets investors, we’ve compiled a comprehensive Excel resource covering all known 2026 outlooks and CMAs related to private markets.

What You’ll Find in the Download:

1. A complete inventory of private markets outlooks

  • Covers both private-markets-focused publications and multi-asset outlooks

  • Includes direct links to each original source

  • Spans GP-led, multi-asset, and alternatives-specialist perspectives

2. Extracted CMA point estimates from 9 managers

  • Only includes firms that publish explicit private markets CMAs

  • Standardized return assumptions across asset classes

  • Clean, model-ready format

3. Year-over-year comparison vs. 2025

  • See how expectations have shifted

  • Identify consensus moves and divergences

  • Stress-test your own assumptions against the market

Why This Matters Now

Private markets allocations are larger, more complex, and more scrutinized than ever. Relying on outdated or opaque return assumptions is no longer defensible.

CMA season is your annual chance to:

  • Re-anchor expectations

  • Pressure-test strategic allocations

  • Align models with how managers actually see the world

But only if the data is usable.

Download the 2026 Private Markets CMA Resource

👉 Download the full 2026 Private Markets CMA & Outlooks Excel by submitting the form on the left

If you’re recalibrating return assumptions for private equity, private credit, infrastructure, or real assets, this resource will save you hours.

At Tamarix, we spend a lot of time turning fragmented GP disclosures into allocator-ready data. This is one small example of that philosophy—applied to the most important spreadsheet of the year.