+406.9%
CBRE vs ARWR
+921.6%
-514.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.3% | +17.3% | +3.8% |
| 7D | +1.0% | -17.3% | +18.4% | +3.2% |
| 30D | +5.6% | -21.5% | +27.2% | +8.5% |
| 3M | -6.8% | -43.8% | +37.1% | -0.4% |
| 6M | -5.6% | -32.3% | +26.7% | -2.0% |
| YTD | -14.1% | -25.8% | +11.8% | -12.3% |
| 1Y | -9.5% | +25.5% | -35.0% | -14.2% |
| 3Y | +91.8% | +84.1% | +7.6% | +63.8% |
| 5Y | +30.3% | -39.2% | +69.5% | +21.9% |
| 10Y | +406.9% | +1,072.4% | -665.5% | +269.2% |
| All | +406.9% | +921.6% | -514.7% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling