+42.4%
CBRE vs DGX
+59.5%
-17.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -7.2% | -3.5% | -3.8% | -6.2% |
| 30D | -6.4% | -2.7% | -3.7% | -5.6% |
| 3M | +2.9% | +13.9% | -11.0% | -1.6% |
| 6M | +2.5% | +16.0% | -13.5% | -2.7% |
| YTD | -14.2% | +34.9% | -49.1% | -23.0% |
| 1Y | -15.1% | +30.6% | -45.7% | -23.1% |
| 3Y | +61.9% | +93.0% | -31.1% | +25.3% |
| 5Y | +42.4% | +64.4% | -22.0% | +9.7% |
| All | +42.4% | +59.5% | -17.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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