-3.7%
CDW vs CBRE
+26.1%
-29.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +9.3% | -1.8% | +11.1% | +10.2% |
| 30D | +14.4% | +3.3% | +11.1% | +12.5% |
| 3M | +21.4% | -12.4% | +33.8% | +28.4% |
| 6M | +72.8% | -5.4% | +78.2% | +75.3% |
| YTD | +28.0% | -17.2% | +45.2% | +37.2% |
| 1Y | +19.3% | -13.1% | +32.4% | +24.8% |
| 3Y | -15.3% | +81.6% | -96.9% | -41.0% |
| All | -3.7% | +26.1% | -29.8% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling