+892.4%
CDW vs CBRE
+494.9%
+397.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +2.1% | +5.2% | -3.1% | -0.2% |
| 30D | +14.7% | +6.2% | +8.5% | +11.3% |
| 3M | +11.1% | -8.1% | +19.2% | +15.1% |
| 6M | +45.6% | -6.6% | +52.2% | +48.6% |
| YTD | +17.1% | -15.7% | +32.8% | +24.3% |
| 1Y | +13.2% | -9.7% | +22.8% | +16.1% |
| 3Y | -22.2% | +80.4% | -102.6% | -44.2% |
| 5Y | -10.1% | +27.0% | -37.1% | -25.3% |
| 10Y | +307.0% | +412.9% | -105.9% | +83.1% |
| All | +892.4% | +494.9% | +397.6% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling