+2,662.4%
DELL vs CBRE
+379.0%
+2,283.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.4% | -7.6% | -7.4% |
| 7D | +4.9% | -1.8% | +6.6% | +5.7% |
| 30D | -32.1% | +3.3% | -35.4% | -33.5% |
| 3M | -30.2% | -12.4% | -17.9% | -27.1% |
| 6M | +41.7% | -5.4% | +47.1% | +40.8% |
| YTD | +176.6% | -17.2% | +193.8% | +190.0% |
| 1Y | +159.9% | -13.1% | +173.0% | +166.3% |
| 3Y | +388.0% | +81.6% | +306.4% | +249.1% |
| 5Y | +578.2% | +26.4% | +551.8% | +459.8% |
| All | +2,662.4% | +379.0% | +2,283.4% | +1,349.7% |
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 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