-18.9%
CDW vs CBRE
+50.7%
-69.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.2% | -2.0% | +5.1% | +4.0% |
| 30D | +9.3% | -2.2% | +11.5% | +10.1% |
| 3M | +9.8% | +12.9% | -3.1% | +3.2% |
| 6M | +23.3% | +4.3% | +19.0% | +19.5% |
| YTD | +13.7% | -8.0% | +21.7% | +16.4% |
| 1Y | -6.5% | -8.6% | +2.1% | -4.3% |
| 3Y | -25.2% | +71.9% | -97.1% | -45.8% |
| All | -18.9% | +50.7% | -69.6% | -39.6% |
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 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