+2,076.3%
CBRE vs DTE
+907.3%
+1,169.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.1% |
| 7D | -1.8% | +3.4% | -5.2% | -4.7% |
| 30D | +3.3% | +8.9% | -5.6% | -4.3% |
| 3M | -12.4% | +1.1% | -13.4% | -13.4% |
| 6M | -5.4% | +0.1% | -5.4% | -6.1% |
| YTD | -17.2% | +11.1% | -28.3% | -26.3% |
| 1Y | -13.1% | +4.9% | -18.0% | -18.6% |
| 3Y | +81.6% | +58.6% | +23.0% | +13.0% |
| 5Y | +26.4% | +47.3% | -20.8% | -18.8% |
| 10Y | +381.6% | +151.3% | +230.3% | +60.8% |
| All | +2,076.3% | +907.3% | +1,169.0% | +70.7% |
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 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