+888.8%
DECK vs CBRE
+400.4%
+488.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.8% | +0.2% |
| 7D | +6.0% | +6.0% | 0.0% | +2.9% |
| 30D | +7.4% | +4.4% | +3.1% | +5.1% |
| 3M | -11.7% | -9.8% | -1.9% | -7.2% |
| 6M | -11.0% | -4.4% | -6.6% | -9.5% |
| YTD | -15.4% | -15.2% | -0.2% | -9.8% |
| 1Y | +7.2% | -9.1% | +16.4% | +10.2% |
| 3Y | -11.8% | +79.4% | -91.2% | -37.1% |
| 5Y | +24.3% | +27.8% | -3.5% | +3.7% |
| All | +888.8% | +400.4% | +488.4% | +332.6% |
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