-9.0%
CBRE vs DAR
+60.0%
-69.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.7% | -2.7% | +2.4% |
| 7D | +1.0% | -2.8% | +3.8% | +0.7% |
| 30D | +5.6% | -12.8% | +18.5% | +4.3% |
| 3M | -6.8% | -11.6% | +4.8% | -8.0% |
| 6M | -5.6% | -16.8% | +11.2% | -6.8% |
| YTD | -14.1% | +45.9% | -60.0% | -21.8% |
| All | -9.0% | +60.0% | -69.0% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling