+45.0%
CBRE vs DD
+61.7%
-16.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -4.0% | -7.4% | +3.4% | -0.5% |
| 3M | +8.0% | -6.4% | +14.4% | +11.1% |
| 6M | +4.0% | -2.5% | +6.4% | +3.9% |
| YTD | -11.5% | +10.2% | -21.8% | -17.5% |
| 1Y | -13.0% | +36.9% | -49.9% | -28.2% |
| 3Y | +66.9% | +47.0% | +19.9% | +28.2% |
| 5Y | +45.0% | +63.1% | -18.1% | +4.7% |
| All | +45.0% | +61.7% | -16.7% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling