+227.0%
CBRE vs DBX
+20.1%
+206.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.0% | -2.4% | +0.5% | -1.3% |
| 30D | -2.2% | -0.5% | -1.7% | -2.1% |
| 3M | +12.9% | +28.1% | -15.1% | +5.2% |
| 6M | +4.3% | +33.1% | -28.8% | -4.8% |
| YTD | -8.0% | +25.3% | -33.3% | -14.6% |
| 1Y | -8.6% | +18.3% | -26.9% | -14.1% |
| 3Y | +71.9% | +25.0% | +46.9% | +55.0% |
| 5Y | +50.0% | +7.5% | +42.5% | +36.7% |
| All | +227.0% | +20.1% | +206.9% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling