-72.2%
CHWY vs CBRE
+43.6%
-115.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.9% | -4.2% |
| 7D | -13.6% | -5.0% | -8.6% | -10.9% |
| 30D | -8.5% | -4.7% | -3.9% | -6.1% |
| 3M | +8.9% | +6.5% | +2.4% | +4.3% |
| 6M | -20.5% | +6.1% | -26.5% | -23.8% |
| YTD | -38.2% | -12.6% | -25.5% | -33.8% |
| 1Y | -43.3% | -15.3% | -27.9% | -38.4% |
| 3Y | -8.5% | +64.6% | -73.2% | -41.9% |
| All | -72.2% | +43.6% | -115.8% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling