+386.9%
CBRE vs CHD
+196.6%
+190.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +3.0% | +12.2% | -9.2% | -0.1% |
| 3M | -8.7% | +9.3% | -18.1% | -10.8% |
| 6M | -7.9% | +24.3% | -32.2% | -12.9% |
| YTD | -16.3% | +34.9% | -51.2% | -22.6% |
| 1Y | -13.1% | +32.7% | -45.8% | -19.3% |
| 3Y | +83.1% | +29.4% | +53.7% | +68.7% |
| 5Y | +27.7% | +31.7% | -4.0% | +15.5% |
| 10Y | +386.9% | +191.7% | +195.2% | +257.7% |
| All | +386.9% | +196.6% | +190.3% | +257.7% |
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