+2,100.2%
CBRE vs DRI
+2,127.1%
-26.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -4.6% | -0.7% | -3.9% | -4.2% |
| 30D | +3.0% | +14.7% | -11.7% | -5.6% |
| 3M | -8.7% | +5.4% | -14.2% | -12.2% |
| 6M | -7.9% | +18.8% | -26.7% | -18.5% |
| YTD | -16.3% | +28.4% | -44.7% | -30.4% |
| 1Y | -13.1% | +37.7% | -50.8% | -31.2% |
| 3Y | +83.1% | +68.0% | +15.2% | +21.4% |
| 5Y | +27.7% | +78.8% | -51.1% | -20.8% |
| 10Y | +386.9% | +334.2% | +52.7% | +26.7% |
| All | +2,100.2% | +2,127.1% | -26.9% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling