+2,183.6%
CBRE vs DGX
+661.5%
+1,522.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.7% | -2.2% | +0.5% | -0.2% |
| 30D | -3.0% | -0.9% | -2.0% | -2.4% |
| 3M | +2.6% | +15.6% | -13.0% | -7.4% |
| 6M | +2.0% | +17.8% | -15.8% | -9.4% |
| YTD | -13.1% | +37.5% | -50.6% | -31.2% |
| 1Y | -13.8% | +31.2% | -45.0% | -29.8% |
| 3Y | +63.9% | +96.6% | -32.7% | -2.8% |
| 5Y | +42.3% | +64.9% | -22.6% | -7.4% |
| 10Y | +401.2% | +254.6% | +146.6% | +57.9% |
| All | +2,183.6% | +661.5% | +1,522.1% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling