+401.2%
CBRE vs DD
+64.9%
+336.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.4% |
| 7D | -1.7% | -3.8% | +2.1% | +0.3% |
| 30D | -3.0% | -9.2% | +6.3% | +2.1% |
| 3M | +2.6% | -9.0% | +11.6% | +7.5% |
| 6M | +2.0% | -5.0% | +7.0% | +3.4% |
| YTD | -13.1% | +7.4% | -20.5% | -18.3% |
| 1Y | -13.8% | +35.1% | -48.9% | -29.4% |
| 3Y | +63.9% | +43.2% | +20.7% | +25.3% |
| 5Y | +42.3% | +59.6% | -17.3% | +0.2% |
| 10Y | +401.2% | +66.5% | +334.7% | +190.5% |
| All | +401.2% | +64.9% | +336.2% | +190.5% |
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