-40.7%
CHWY vs CBRE
+180.2%
-220.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.8% | -9.0% | -10.2% |
| 7D | -14.1% | -1.7% | -12.5% | -13.6% |
| 30D | -8.1% | -3.0% | -5.2% | -7.3% |
| 3M | +1.7% | +2.6% | -0.9% | +0.8% |
| 6M | -20.7% | +2.0% | -22.7% | -21.2% |
| YTD | -37.2% | -13.1% | -24.1% | -34.5% |
| 1Y | -50.7% | -13.8% | -36.9% | -48.6% |
| 3Y | -9.7% | +63.9% | -73.6% | -24.6% |
| 5Y | -72.9% | +42.3% | -115.2% | -77.3% |
| All | -40.7% | +180.2% | -220.9% | -52.8% |
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