+386.9%
CBRE vs DD
+99.0%
+287.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.3% |
| 7D | -4.6% | +3.2% | -7.9% | -6.3% |
| 30D | +3.0% | +20.3% | -17.3% | -7.1% |
| 3M | -8.7% | +8.2% | -16.9% | -13.0% |
| 6M | -7.9% | +3.4% | -11.3% | -10.5% |
| YTD | -16.3% | +30.6% | -46.9% | -29.5% |
| 1Y | -13.1% | +30.6% | -43.8% | -26.9% |
| 3Y | +83.1% | +91.1% | -8.0% | +18.9% |
| 5Y | +27.7% | +68.6% | -40.9% | -12.1% |
| 10Y | +386.9% | +99.9% | +287.0% | +170.9% |
| All | +386.9% | +99.0% | +287.9% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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