-13.7%
CHRW vs CBRE
-9.3%
-4.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +1.0% | +2.3% |
| 7D | +0.2% | +1.0% | -0.8% | -0.1% |
| 30D | -9.4% | +5.6% | -15.0% | -10.8% |
| 3M | -13.3% | -6.8% | -6.5% | -11.7% |
| 6M | -24.2% | -5.6% | -18.6% | -22.6% |
| YTD | -18.9% | -14.1% | -4.8% | -16.5% |
| All | -13.7% | -9.3% | -4.3% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling