+45.0%
CBRE vs CHD
+21.0%
+24.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.7% | -3.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.8% |
| 30D | -4.0% | -6.2% | +2.2% | -2.4% |
| 3M | +8.0% | +1.6% | +6.5% | +7.7% |
| 6M | +4.0% | -3.5% | +7.5% | +4.8% |
| YTD | -11.5% | +16.2% | -27.7% | -14.7% |
| 1Y | -13.0% | +3.4% | -16.4% | -13.9% |
| 3Y | +66.9% | +4.6% | +62.3% | +62.1% |
| All | +45.0% | +21.0% | +24.0% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling