+316.4%
CHTR vs CBRE
+921.2%
-604.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -3.0% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | -4.5% | -4.0% | -0.5% | -3.4% |
| 3M | +10.2% | +8.0% | +2.2% | +7.7% |
| 6M | -37.2% | +4.0% | -41.2% | -38.1% |
| YTD | -30.2% | -11.5% | -18.7% | -28.1% |
| 1Y | -44.8% | -13.0% | -31.8% | -42.9% |
| 3Y | -65.5% | +66.9% | -132.4% | -71.1% |
| 5Y | -81.8% | +45.0% | -126.8% | -84.4% |
| 10Y | -45.8% | +385.0% | -430.8% | -68.2% |
| All | +316.4% | +921.2% | -604.8% | +110.4% |
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