+2,317.2%
CBRE vs DTE
+872.2%
+1,445.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.0% | +0.2% | -2.1% | -2.1% |
| 30D | -2.2% | -2.6% | +0.4% | +0.1% |
| 3M | +12.9% | -3.9% | +16.8% | +16.5% |
| 6M | +4.3% | -7.9% | +12.2% | +11.1% |
| YTD | -8.0% | +7.2% | -15.2% | -15.4% |
| 1Y | -8.6% | +3.1% | -11.6% | -13.0% |
| 3Y | +71.9% | +47.6% | +24.3% | +13.7% |
| 5Y | +50.0% | +32.7% | +17.3% | +6.3% |
| 10Y | +390.1% | +138.8% | +251.3% | +71.3% |
| All | +2,317.2% | +872.2% | +1,445.0% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling