-5.2%
DASH vs CBRE
+101.3%
-106.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +0.4% | +5.2% | -4.8% | -2.3% |
| 30D | -6.0% | +6.2% | -12.3% | -9.3% |
| 3M | -15.8% | -8.1% | -7.7% | -11.4% |
| 6M | +7.0% | -6.6% | +13.6% | +10.9% |
| YTD | -20.7% | -15.7% | -4.9% | -13.0% |
| 1Y | -8.5% | -9.7% | +1.1% | -4.2% |
| 3Y | +101.8% | +80.4% | +21.4% | +28.7% |
| 5Y | -9.6% | +27.0% | -36.6% | -37.3% |
| All | -5.2% | +101.3% | -106.5% | -30.2% |
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