-98.3%
DFNS vs CBRE
-7.7%
-90.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.7% |
| 7D | -16.0% | -2.0% | -14.0% | -12.4% |
| 30D | -77.7% | -2.2% | -75.5% | -77.2% |
| 3M | -77.2% | +12.9% | -90.1% | -78.0% |
| 6M | -95.2% | +4.3% | -99.5% | -95.0% |
| YTD | -98.0% | -8.0% | -89.9% | -97.7% |
| 1Y | -98.3% | -8.6% | -89.7% | -98.1% |
| All | -98.3% | -7.7% | -90.6% | -98.1% |
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