+2,317.2%
CBRE vs DRI
+1,992.7%
+324.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -2.0% | +0.6% | -2.5% | -2.4% |
| 30D | -2.2% | +3.8% | -6.0% | -4.9% |
| 3M | +12.9% | +13.0% | -0.1% | +3.6% |
| 6M | +4.3% | +8.3% | -4.0% | -2.4% |
| YTD | -8.0% | +20.6% | -28.7% | -20.4% |
| 1Y | -8.6% | +6.5% | -15.0% | -14.8% |
| 3Y | +71.9% | +53.7% | +18.2% | +20.8% |
| 5Y | +50.0% | +72.7% | -22.7% | -5.4% |
| 10Y | +390.1% | +363.2% | +26.9% | +19.5% |
| All | +2,317.2% | +1,992.7% | +324.4% | +97.9% |
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