+98.5%
DAL vs CBRE
+72.5%
+26.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +0.1% | -2.0% | +2.1% | +1.1% |
| 30D | -13.9% | -2.2% | -11.7% | -13.2% |
| 3M | +1.1% | +12.9% | -11.8% | -5.7% |
| 6M | +26.2% | +4.3% | +21.9% | +22.3% |
| YTD | +16.4% | -8.0% | +24.5% | +20.0% |
| 1Y | +33.9% | -8.6% | +42.4% | +38.0% |
| All | +98.5% | +72.5% | +26.0% | +40.2% |
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 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