+302.2%
CDW vs CBRE
+384.3%
-82.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.6% | -4.6% | +7.2% | +5.0% |
| 30D | +20.4% | +3.0% | +17.4% | +18.3% |
| 3M | +28.5% | -8.7% | +37.2% | +33.8% |
| 6M | +70.6% | -7.9% | +78.5% | +75.4% |
| YTD | +29.1% | -16.3% | +45.4% | +37.9% |
| 1Y | +23.8% | -13.1% | +36.9% | +29.6% |
| 3Y | -14.5% | +83.1% | -97.6% | -41.1% |
| 5Y | -1.6% | +27.7% | -29.3% | -20.0% |
| All | +302.2% | +384.3% | -82.1% | +84.6% |
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