+295.2%
SCHW vs CBRE
+398.3%
-103.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.3% |
| 7D | -2.8% | -7.2% | +4.5% | +0.8% |
| 30D | -0.1% | -6.4% | +6.4% | +3.0% |
| 3M | +20.6% | +2.9% | +17.6% | +18.0% |
| 6M | +15.9% | +2.5% | +13.4% | +13.0% |
| YTD | +8.5% | -14.2% | +22.7% | +14.6% |
| 1Y | +17.8% | -15.1% | +33.0% | +24.8% |
| 3Y | +88.5% | +61.9% | +26.6% | +37.1% |
| 5Y | +60.6% | +42.4% | +18.2% | +22.9% |
| All | +295.2% | +398.3% | -103.1% | +60.6% |
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