+42.4%
CBRE vs DTE
+31.2%
+11.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.6% |
| 7D | -7.2% | -2.0% | -5.2% | -6.3% |
| 30D | -6.4% | -2.4% | -4.0% | -5.4% |
| 3M | +2.9% | -7.3% | +10.2% | +6.6% |
| 6M | +2.5% | -7.6% | +10.2% | +6.1% |
| YTD | -14.2% | +5.8% | -20.0% | -17.7% |
| 1Y | -15.1% | +2.3% | -17.5% | -17.2% |
| 3Y | +61.9% | +45.0% | +16.9% | +28.9% |
| 5Y | +42.4% | +33.2% | +9.2% | +18.7% |
| All | +42.4% | +31.2% | +11.2% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling