+81.6%
CBRE vs DBX
+26.6%
+55.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.8% | -3.3% | +1.5% | -1.1% |
| 30D | +3.3% | -5.9% | +9.2% | +4.5% |
| 3M | -12.4% | -6.7% | -5.7% | -11.4% |
| 6M | -5.4% | +28.0% | -33.3% | -10.9% |
| YTD | -17.2% | +20.6% | -37.8% | -21.4% |
| 1Y | -13.1% | +10.3% | -23.4% | -15.8% |
| 3Y | +81.6% | +24.0% | +57.5% | +65.9% |
| All | +81.6% | +26.6% | +55.0% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling