+168.1%
DAL vs CBRE
+80.2%
+87.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -1.0% | -2.6% |
| 7D | +4.6% | +6.0% | -1.5% | +1.6% |
| 30D | +2.3% | +4.4% | -2.0% | +0.1% |
| 3M | -8.1% | -9.8% | +1.7% | -3.6% |
| 6M | +21.4% | -4.4% | +25.8% | +23.0% |
| YTD | +24.3% | -15.2% | +39.5% | +33.2% |
| 1Y | +47.4% | -9.1% | +56.5% | +52.0% |
| All | +168.1% | +80.2% | +87.9% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling