+401.2%
CBRE vs CHD
+123.8%
+277.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | -1.7% | -4.2% | +2.5% | -0.6% |
| 30D | -3.0% | -7.6% | +4.6% | -1.0% |
| 3M | +2.6% | -1.6% | +4.2% | +3.1% |
| 6M | +2.0% | -6.3% | +8.3% | +3.6% |
| YTD | -13.1% | +14.6% | -27.7% | -16.1% |
| 1Y | -13.8% | +1.6% | -15.4% | -14.4% |
| 3Y | +63.9% | +3.1% | +60.7% | +60.1% |
| 5Y | +42.3% | +21.1% | +21.3% | +32.0% |
| 10Y | +401.2% | +128.6% | +272.6% | +296.8% |
| All | +401.2% | +123.8% | +277.3% | +296.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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