+7.4%
DASH vs CBRE
+50.7%
-43.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.2% |
| 7D | -10.6% | -2.0% | -8.6% | -9.5% |
| 30D | +2.2% | -2.2% | +4.3% | +3.3% |
| 3M | +32.3% | +12.9% | +19.4% | +21.1% |
| 6M | +19.1% | +4.3% | +14.8% | +14.8% |
| YTD | -6.5% | -8.0% | +1.5% | -2.7% |
| 1Y | -14.9% | -8.6% | -6.3% | -11.7% |
| 3Y | +151.9% | +71.9% | +80.1% | +52.3% |
| All | +7.4% | +50.7% | -43.3% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling