-6.9%
CHYM vs CBRE
+3.8%
-10.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.8% | +8.7% | +7.9% |
| 7D | +3.4% | -1.7% | +5.1% | +4.2% |
| 30D | +12.0% | -3.0% | +15.0% | +13.5% |
| 3M | +102.4% | +2.6% | +99.8% | +96.3% |
| 6M | +52.7% | +2.0% | +50.7% | +48.5% |
| YTD | +37.3% | -13.1% | +50.4% | +48.2% |
| 1Y | +42.2% | -13.8% | +56.0% | +52.3% |
| All | -6.9% | +3.8% | -10.7% | -1.3% |
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