+366.6%
CBRE vs DTE
+152.1%
+214.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.2% |
| 7D | -1.8% | +3.4% | -5.2% | -3.9% |
| 30D | +3.3% | +8.9% | -5.6% | -2.2% |
| 3M | -12.4% | +1.1% | -13.4% | -13.0% |
| 6M | -5.4% | +0.1% | -5.4% | -5.8% |
| YTD | -17.2% | +11.1% | -28.3% | -23.8% |
| 1Y | -13.1% | +4.9% | -18.0% | -17.0% |
| 3Y | +81.6% | +58.6% | +23.0% | +28.7% |
| 5Y | +26.4% | +47.3% | -20.8% | -7.5% |
| All | +366.6% | +152.1% | +214.5% | +161.2% |
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