-20.7%
CHWY vs CBRE
+4.3%
-25.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.8% | -9.0% | -9.7% |
| 7D | -14.1% | -1.7% | -12.5% | -13.3% |
| 30D | -8.1% | -3.0% | -5.2% | -6.9% |
| 3M | +1.7% | +2.6% | -0.9% | -0.9% |
| 6M | -20.7% | +2.0% | -22.7% | -23.1% |
| All | -20.7% | +4.3% | -25.0% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling