+27.8%
CBRE vs ARWR
-28.9%
+56.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | +5.2% | -2.9% | +8.1% | +5.6% |
| 30D | +6.2% | -5.4% | +11.6% | +7.1% |
| 3M | -8.1% | -32.2% | +24.1% | -3.1% |
| 6M | -6.6% | -26.5% | +19.9% | -3.4% |
| YTD | -15.7% | -12.4% | -3.3% | -15.7% |
| 1Y | -9.7% | +46.9% | -56.5% | -17.5% |
| 3Y | +80.4% | +116.0% | -35.6% | +42.0% |
| All | +27.8% | -28.9% | +56.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling