+2,317.2%
CBRE vs CHD
+1,651.2%
+665.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -2.7% | +0.7% | -0.5% |
| 30D | -2.2% | -4.6% | +2.4% | +0.4% |
| 3M | +12.9% | +5.0% | +7.9% | +9.7% |
| 6M | +4.3% | -3.2% | +7.5% | +5.8% |
| YTD | -8.0% | +18.6% | -26.7% | -17.3% |
| 1Y | -8.6% | +4.8% | -13.4% | -12.1% |
| 3Y | +71.9% | +6.1% | +65.7% | +58.3% |
| 5Y | +50.0% | +24.0% | +26.0% | +21.7% |
| 10Y | +390.1% | +124.5% | +265.6% | +124.8% |
| All | +2,317.2% | +1,651.2% | +665.9% | +176.0% |
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