+383.7%
CBRE vs DVA
+187.5%
+196.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -6.4% | +1.7% | -8.1% | -6.8% |
| 3M | +2.9% | -8.7% | +11.6% | +4.5% |
| 6M | +2.5% | +19.7% | -17.1% | -3.5% |
| YTD | -14.2% | +59.6% | -73.8% | -26.4% |
| 1Y | -15.1% | +37.1% | -52.2% | -24.1% |
| 3Y | +61.9% | +89.8% | -27.9% | +26.6% |
| 5Y | +42.4% | +47.4% | -5.0% | +16.6% |
| All | +383.7% | +187.5% | +196.2% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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