+406.9%
CBRE vs DRI
+370.8%
+36.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.3% |
| 7D | +1.0% | +3.1% | -2.1% | -0.4% |
| 30D | +5.6% | +16.2% | -10.6% | -1.4% |
| 3M | -6.8% | +8.4% | -15.1% | -10.4% |
| 6M | -5.6% | +19.0% | -24.6% | -13.5% |
| YTD | -14.1% | +28.8% | -42.9% | -24.8% |
| 1Y | -9.5% | +33.1% | -42.6% | -22.1% |
| 3Y | +91.8% | +70.8% | +21.0% | +42.3% |
| 5Y | +30.3% | +74.2% | -43.9% | -5.5% |
| 10Y | +406.9% | +345.5% | +61.3% | +120.5% |
| All | +406.9% | +370.8% | +36.1% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling