+385.0%
CBRE vs ARWR
+1,075.6%
-690.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.6% |
| 7D | -1.5% | +2.9% | -4.4% | -1.9% |
| 30D | -4.0% | -2.9% | -1.1% | -3.7% |
| 3M | +8.0% | +15.2% | -7.2% | +5.7% |
| 6M | +4.0% | +42.3% | -38.3% | -1.3% |
| YTD | -11.5% | +28.2% | -39.7% | -15.1% |
| 1Y | -13.0% | +213.2% | -226.3% | -26.1% |
| 3Y | +66.9% | +184.6% | -117.8% | +36.2% |
| 5Y | +45.0% | +29.2% | +15.8% | +24.7% |
| 10Y | +385.0% | +1,012.5% | -627.5% | +244.7% |
| All | +385.0% | +1,075.6% | -690.5% | +244.7% |
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