+81.6%
CBRE vs ARWR
+79.8%
+1.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.8% | -17.8% | +16.1% | +0.2% |
| 30D | +3.3% | -18.1% | +21.4% | +5.4% |
| 3M | -12.4% | -44.2% | +31.8% | -7.0% |
| 6M | -5.4% | -38.6% | +33.3% | -1.1% |
| YTD | -17.2% | -28.0% | +10.8% | -15.5% |
| 1Y | -13.1% | +16.1% | -29.2% | -17.0% |
| 3Y | +81.6% | +84.0% | -2.4% | +51.6% |
| All | +81.6% | +79.8% | +1.7% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling