+386.8%
CBRE vs DAR
+269.9%
+116.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | -0.5% | -3.8% | +3.3% | +0.7% |
| 30D | +3.1% | -14.4% | +17.5% | +8.2% |
| 3M | -6.4% | -17.9% | +11.6% | -0.8% |
| 6M | -7.9% | -18.3% | +10.4% | -3.1% |
| YTD | -16.2% | +43.2% | -59.4% | -28.6% |
| 1Y | -11.2% | +57.7% | -68.9% | -27.2% |
| 3Y | +83.4% | +22.7% | +60.7% | +55.2% |
| 5Y | +28.4% | -34.0% | +62.5% | +34.3% |
| 10Y | +386.8% | +279.5% | +107.3% | +125.4% |
| All | +386.8% | +269.9% | +116.8% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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