+2,066.9%
CBRE vs CHD
+1,885.5%
+181.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.3% | -1.4% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | +2.2% | +11.6% | -9.4% | -3.9% |
| 3M | -10.1% | +10.7% | -20.8% | -15.1% |
| 6M | -8.0% | +20.2% | -28.2% | -17.2% |
| YTD | -17.6% | +34.5% | -52.1% | -30.9% |
| 1Y | -14.7% | +32.6% | -47.3% | -27.9% |
| 3Y | +80.4% | +29.1% | +51.3% | +49.3% |
| 5Y | +25.9% | +31.5% | -5.6% | -0.4% |
| 10Y | +379.5% | +190.9% | +188.6% | +84.1% |
| All | +2,066.9% | +1,885.5% | +181.4% | +130.6% |
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