+2,197.2%
CBRE vs DVA
+1,086.6%
+1,110.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -5.0% | -1.3% | -3.6% | -4.4% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | +6.5% | -10.9% | +17.5% | +10.7% |
| 6M | +6.1% | +17.3% | -11.2% | -4.8% |
| YTD | -12.6% | +59.8% | -72.4% | -34.5% |
| 1Y | -15.3% | +36.3% | -51.6% | -31.5% |
| 3Y | +64.6% | +88.6% | -24.0% | +4.0% |
| 5Y | +45.0% | +47.5% | -2.6% | -2.9% |
| 10Y | +404.2% | +185.2% | +218.9% | +89.4% |
| All | +2,197.2% | +1,086.6% | +1,110.6% | +302.1% |
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