+319.5%
CDW vs CBRE
+421.6%
-102.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.9% | +3.9% |
| 7D | +9.3% | +1.0% | +8.3% | +9.0% |
| 30D | +15.8% | +5.6% | +10.1% | +12.4% |
| 3M | +21.8% | -6.8% | +28.5% | +25.5% |
| 6M | +58.8% | -5.6% | +64.3% | +61.4% |
| YTD | +22.8% | -14.1% | +36.8% | +29.6% |
| 1Y | +17.9% | -9.5% | +27.4% | +21.0% |
| 3Y | -17.4% | +91.8% | -109.2% | -44.5% |
| 5Y | -5.7% | +30.3% | -36.1% | -24.1% |
| 10Y | +319.5% | +406.9% | -87.4% | +89.9% |
| All | +319.5% | +421.6% | -102.1% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling