+351.3%
DAL vs CBRE
+280.2%
+71.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +0.1% | -2.0% | +2.1% | +0.9% |
| 30D | -13.9% | -2.2% | -11.7% | -13.4% |
| 3M | +1.1% | +12.9% | -11.8% | -4.1% |
| 6M | +26.2% | +4.3% | +21.9% | +23.4% |
| YTD | +16.4% | -8.0% | +24.5% | +19.1% |
| 1Y | +33.9% | -8.6% | +42.4% | +37.0% |
| 3Y | +93.4% | +71.9% | +21.5% | +53.0% |
| 5Y | +106.4% | +50.0% | +56.3% | +72.6% |
| 10Y | +143.0% | +390.1% | -247.1% | +32.3% |
| All | +351.3% | +280.2% | +71.1% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling