+63.5%
CHRW vs CBRE
+79.1%
-15.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.6% | +5.2% | -4.6% | -0.8% |
| 30D | -7.3% | +6.2% | -13.5% | -8.9% |
| 3M | -14.2% | -8.1% | -6.1% | -12.5% |
| 6M | -25.1% | -6.6% | -18.4% | -24.2% |
| YTD | -21.2% | -15.7% | -5.4% | -18.3% |
| 1Y | -14.2% | -9.7% | -4.5% | -12.7% |
| 3Y | +63.5% | +80.4% | -16.9% | +27.7% |
| All | +63.5% | +79.1% | -15.6% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling