+366.6%
CBRE vs DRI
+331.7%
+34.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | -1.8% | +1.1% | -2.8% | -2.2% |
| 30D | +3.3% | +9.7% | -6.4% | -0.9% |
| 3M | -12.4% | +3.2% | -15.5% | -13.7% |
| 6M | -5.4% | +20.6% | -25.9% | -13.8% |
| YTD | -17.2% | +28.3% | -45.5% | -27.4% |
| 1Y | -13.1% | +34.5% | -47.6% | -25.5% |
| 3Y | +81.6% | +66.5% | +15.0% | +36.4% |
| 5Y | +26.4% | +79.6% | -53.2% | -9.6% |
| All | +366.6% | +331.7% | +34.9% | +113.2% |
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