+194.4%
CBRE vs DBX
+15.6%
+178.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -1.0% |
| 30D | +3.3% | -5.9% | +9.2% | +4.8% |
| 3M | -12.4% | -6.7% | -5.7% | -11.1% |
| 6M | -5.4% | +28.0% | -33.3% | -12.4% |
| YTD | -17.2% | +20.6% | -37.8% | -22.6% |
| 1Y | -13.1% | +10.3% | -23.4% | -16.8% |
| 3Y | +81.6% | +24.0% | +57.5% | +63.4% |
| 5Y | +26.4% | +24.2% | +2.2% | +11.3% |
| All | +194.4% | +15.6% | +178.8% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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