+992.4%
CHRW vs CBRE
+2,234.5%
-1,242.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -1.4% | -2.0% | +0.6% | -1.0% |
| 30D | -3.5% | -2.2% | -1.3% | -3.1% |
| 3M | -19.4% | +12.9% | -32.3% | -21.9% |
| 6M | -21.4% | +4.3% | -25.7% | -22.5% |
| YTD | -7.1% | -8.0% | +0.9% | -6.0% |
| 1Y | +17.8% | -8.6% | +26.4% | +19.3% |
| 3Y | +78.8% | +71.9% | +6.9% | +55.8% |
| 5Y | +83.5% | +50.0% | +33.5% | +62.9% |
| 10Y | +160.2% | +390.1% | -229.8% | +72.8% |
| All | +992.4% | +2,234.5% | -1,242.0% | +330.4% |
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