+174.5%
CHRW vs CBRE
+381.8%
-207.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.7% |
| 7D | +4.1% | -1.7% | +5.7% | +4.5% |
| 30D | +1.9% | -3.0% | +4.9% | +2.5% |
| 3M | -21.2% | +2.6% | -23.8% | -22.3% |
| 6M | -16.7% | +2.0% | -18.7% | -17.8% |
| YTD | -5.4% | -13.1% | +7.8% | -2.5% |
| 1Y | +21.2% | -13.8% | +35.0% | +25.0% |
| 3Y | +86.5% | +63.9% | +22.6% | +57.8% |
| 5Y | +93.0% | +42.3% | +50.7% | +66.1% |
| 10Y | +174.5% | +401.2% | -226.7% | +73.1% |
| All | +174.5% | +381.8% | -207.3% | +73.1% |
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