+28.4%
CBRE vs CHD
+31.9%
-3.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.9% | -2.6% |
| 7D | -0.5% | +2.4% | -2.9% | -1.2% |
| 30D | +3.1% | +13.9% | -10.9% | -0.5% |
| 3M | -6.4% | +8.5% | -14.9% | -8.4% |
| 6M | -7.9% | +20.4% | -28.2% | -12.2% |
| YTD | -16.2% | +34.5% | -50.7% | -22.4% |
| 1Y | -11.2% | +33.8% | -45.0% | -17.7% |
| 3Y | +83.4% | +29.1% | +54.3% | +67.4% |
| 5Y | +28.4% | +31.2% | -2.8% | +10.9% |
| All | +28.4% | +31.9% | -3.4% | +10.9% |
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