+30.3%
CBRE vs DD
+71.8%
-41.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | -0.8% |
| 7D | +1.0% | +9.8% | -8.8% | -3.7% |
| 30D | +5.6% | +19.3% | -13.7% | -3.3% |
| 3M | -6.8% | +9.4% | -16.1% | -11.0% |
| 6M | -5.6% | +4.8% | -10.4% | -8.5% |
| YTD | -14.1% | +30.2% | -44.3% | -26.4% |
| 1Y | -9.5% | +32.2% | -41.7% | -23.2% |
| 3Y | +91.8% | +93.1% | -1.3% | +25.7% |
| 5Y | +30.3% | +68.0% | -37.7% | -8.1% |
| All | +30.3% | +71.8% | -41.4% | -8.1% |
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