+392.5%
CBRE vs DTE
+137.8%
+254.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.7% |
| 7D | -5.0% | -2.6% | -2.4% | -3.4% |
| 30D | -4.7% | -4.4% | -0.3% | -2.0% |
| 3M | +6.5% | -8.3% | +14.9% | +12.4% |
| 6M | +6.1% | -8.1% | +14.1% | +11.2% |
| YTD | -12.6% | +4.4% | -17.0% | -16.3% |
| 1Y | -15.3% | +0.2% | -15.5% | -16.7% |
| 3Y | +64.6% | +42.6% | +22.0% | +25.2% |
| 5Y | +45.0% | +31.5% | +13.5% | +14.9% |
| All | +392.5% | +137.8% | +254.7% | +181.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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