-15.1%
CBRE vs DBX
+12.7%
-27.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | -7.2% | -1.8% | -5.4% | -6.9% |
| 30D | -6.4% | +2.8% | -9.3% | -7.0% |
| 3M | +2.9% | +26.8% | -23.8% | -1.4% |
| 6M | +2.5% | +32.8% | -30.2% | -2.5% |
| YTD | -14.2% | +26.1% | -40.3% | -18.0% |
| 1Y | -15.1% | +14.1% | -29.3% | -19.4% |
| All | -15.1% | +12.7% | -27.9% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling