+27.8%
CBRE vs DRI
+74.0%
-46.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +5.2% | +2.8% | +2.4% | +4.0% |
| 30D | +6.2% | +13.3% | -7.0% | +0.9% |
| 3M | -8.1% | +8.2% | -16.3% | -11.3% |
| 6M | -6.6% | +17.5% | -24.2% | -13.4% |
| YTD | -15.7% | +26.9% | -42.6% | -25.1% |
| 1Y | -9.7% | +31.6% | -41.2% | -21.2% |
| 3Y | +80.4% | +67.0% | +13.4% | +34.9% |
| All | +27.8% | +74.0% | -46.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling