+128.1%
DAL vs CBRE
+421.6%
-293.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.0% | +3.3% | +4.0% |
| 7D | +10.0% | +1.0% | +9.0% | +9.5% |
| 30D | +12.0% | +5.6% | +6.4% | +8.0% |
| 3M | +0.8% | -6.8% | +7.5% | +4.6% |
| 6M | +26.2% | -5.6% | +31.8% | +29.0% |
| YTD | +33.7% | -14.1% | +47.8% | +43.6% |
| 1Y | +57.6% | -9.5% | +67.1% | +63.4% |
| 3Y | +183.5% | +91.8% | +91.7% | +70.6% |
| 5Y | +114.2% | +30.3% | +83.9% | +65.6% |
| 10Y | +128.1% | +406.9% | -278.7% | -23.2% |
| All | +128.1% | +421.6% | -293.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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