+127.0%
CHRW vs CBRE
+421.6%
-294.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -9.4% | +5.6% | -15.0% | -10.9% |
| 3M | -13.3% | -6.8% | -6.5% | -11.9% |
| 6M | -24.2% | -5.6% | -18.6% | -23.7% |
| YTD | -18.9% | -14.1% | -4.8% | -16.3% |
| 1Y | -12.4% | -9.5% | -2.9% | -10.9% |
| 3Y | +72.2% | +91.8% | -19.5% | +39.3% |
| 5Y | +53.4% | +30.3% | +23.1% | +34.7% |
| 10Y | +127.0% | +406.9% | -279.9% | +45.8% |
| All | +127.0% | +421.6% | -294.6% | +45.8% |
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 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