-12.2%
DASH vs CBRE
-13.9%
+1.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.2% |
| 7D | -4.1% | -2.8% | -1.3% | -2.4% |
| 30D | -10.6% | +2.2% | -12.8% | -11.5% |
| 3M | -18.8% | -10.1% | -8.7% | -13.7% |
| 6M | +11.2% | -8.0% | +19.2% | +16.4% |
| YTD | -23.8% | -17.6% | -6.2% | -16.7% |
| 1Y | -12.2% | -14.7% | +2.5% | -4.3% |
| All | -12.2% | -13.9% | +1.8% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling