+2,076.3%
CBRE vs DVA
+1,040.9%
+1,035.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | -1.8% | -8.8% | +7.0% | +2.2% |
| 30D | +3.3% | -3.4% | +6.7% | +4.4% |
| 3M | -12.4% | -2.6% | -9.8% | -12.1% |
| 6M | -5.4% | -11.9% | +6.5% | -2.2% |
| YTD | -17.2% | +53.6% | -70.9% | -37.4% |
| 1Y | -13.1% | +41.9% | -55.0% | -31.6% |
| 3Y | +81.6% | +97.5% | -16.0% | +13.3% |
| 5Y | +26.4% | +65.0% | -38.5% | -21.6% |
| 10Y | +381.6% | +193.2% | +188.4% | +74.4% |
| All | +2,076.3% | +1,040.9% | +1,035.4% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling