+2,100.2%
CBRE vs CHD
+1,890.6%
+209.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | +3.0% | +12.2% | -9.2% | -3.4% |
| 3M | -8.7% | +9.3% | -18.1% | -13.2% |
| 6M | -7.9% | +24.3% | -32.2% | -18.6% |
| YTD | -16.3% | +34.9% | -51.2% | -29.9% |
| 1Y | -13.1% | +32.7% | -45.8% | -26.6% |
| 3Y | +83.1% | +29.4% | +53.7% | +51.4% |
| 5Y | +27.7% | +31.7% | -4.0% | +1.0% |
| 10Y | +386.9% | +191.7% | +195.2% | +86.7% |
| All | +2,100.2% | +1,890.6% | +209.6% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling