+2,103.7%
CBRE vs DD
+321.8%
+1,781.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.6% | -3.3% |
| 7D | -0.5% | +2.2% | -2.8% | -2.3% |
| 30D | +3.1% | +20.7% | -17.6% | -10.7% |
| 3M | -6.4% | +11.3% | -17.7% | -14.2% |
| 6M | -7.9% | +6.0% | -13.9% | -13.3% |
| YTD | -16.2% | +31.7% | -47.9% | -34.1% |
| 1Y | -11.2% | +32.2% | -43.5% | -30.6% |
| 3Y | +83.4% | +92.7% | -9.3% | +1.3% |
| 5Y | +28.4% | +72.1% | -43.7% | -24.8% |
| 10Y | +386.8% | +99.7% | +287.1% | +117.6% |
| All | +2,103.7% | +321.8% | +1,781.9% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling