+2,317.2%
CBRE vs ARWR
+64.5%
+2,252.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | -2.2% | -0.7% | -1.5% | -2.2% |
| 3M | +12.9% | +14.9% | -2.0% | +11.3% |
| 6M | +4.3% | +32.6% | -28.3% | +1.4% |
| YTD | -8.0% | +30.0% | -38.1% | -10.6% |
| 1Y | -8.6% | +208.4% | -216.9% | -17.7% |
| 3Y | +71.9% | +208.8% | -136.9% | +50.0% |
| 5Y | +50.0% | +27.8% | +22.2% | +36.7% |
| 10Y | +390.1% | +1,107.6% | -717.5% | +256.7% |
| All | +2,317.2% | +64.5% | +2,252.7% | +1,568.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling