+66.9%
CBRE vs DOV
+42.3%
+24.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.0% | -4.7% | -4.3% |
| 7D | -1.5% | +2.5% | -4.1% | -2.8% |
| 30D | -4.0% | -7.5% | +3.5% | -0.1% |
| 3M | +8.0% | -9.7% | +17.7% | +13.0% |
| 6M | +4.0% | -6.1% | +10.1% | +5.6% |
| YTD | -11.5% | +0.5% | -12.0% | -14.3% |
| 1Y | -13.0% | +10.5% | -23.5% | -20.9% |
| 3Y | +66.9% | +41.7% | +25.2% | +17.0% |
| All | +66.9% | +42.3% | +24.6% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 3y: compounded portfolio wealth divided by compounded DOV 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…
3y analysis · Full analysis span regression · 6 months rolling