+2,317.2%
CBRE vs DD
+253.8%
+2,063.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.9% |
| 7D | -2.0% | -3.5% | +1.5% | +0.5% |
| 30D | -2.2% | -10.3% | +8.1% | +5.7% |
| 3M | +12.9% | -7.5% | +20.4% | +18.6% |
| 6M | +4.3% | -8.0% | +12.3% | +8.5% |
| YTD | -8.0% | +10.5% | -18.5% | -17.3% |
| 1Y | -8.6% | +38.3% | -46.8% | -31.3% |
| 3Y | +71.9% | +42.5% | +29.4% | +19.2% |
| 5Y | +50.0% | +60.2% | -10.2% | -8.0% |
| 10Y | +390.1% | +68.9% | +321.2% | +149.0% |
| All | +2,317.2% | +253.8% | +2,063.4% | +502.5% |
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 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