+2,158.9%
CBRE vs DRI
+2,135.2%
+23.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.0% |
| 7D | +1.0% | +3.1% | -2.1% | -0.9% |
| 30D | +5.6% | +16.2% | -10.6% | -4.0% |
| 3M | -6.8% | +8.4% | -15.1% | -11.9% |
| 6M | -5.6% | +19.0% | -24.6% | -16.6% |
| YTD | -14.1% | +28.8% | -42.9% | -28.8% |
| 1Y | -9.5% | +33.1% | -42.6% | -26.7% |
| 3Y | +91.8% | +70.8% | +21.0% | +25.8% |
| 5Y | +30.3% | +74.2% | -43.9% | -17.7% |
| 10Y | +406.9% | +345.5% | +61.3% | +29.2% |
| All | +2,158.9% | +2,135.2% | +23.7% | +77.0% |
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