-41.6%
CHWY vs CBRE
+181.9%
-223.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -3.7% |
| 7D | -13.6% | -5.0% | -8.6% | -12.1% |
| 30D | -8.5% | -4.7% | -3.9% | -7.1% |
| 3M | +8.9% | +6.5% | +2.4% | +6.5% |
| 6M | -20.5% | +6.1% | -26.5% | -22.1% |
| YTD | -38.2% | -12.6% | -25.5% | -35.6% |
| 1Y | -43.3% | -15.3% | -27.9% | -40.4% |
| 3Y | -8.5% | +64.6% | -73.2% | -23.8% |
| 5Y | -72.7% | +45.0% | -117.7% | -77.3% |
| All | -41.6% | +181.9% | -223.4% | -53.7% |
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 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