-99.9%
DFNS vs CBRE
+227.4%
-327.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -1.2% |
| 7D | +0.8% | -1.5% | +2.3% | +0.5% |
| 30D | -73.2% | -4.0% | -69.2% | -73.4% |
| 3M | -72.4% | +8.0% | -80.5% | -72.1% |
| 6M | -95.2% | +4.0% | -99.2% | -95.2% |
| YTD | -98.0% | -11.5% | -86.5% | -98.1% |
| 1Y | -98.3% | -13.0% | -85.3% | -98.4% |
| 3Y | -99.9% | +66.9% | -166.8% | -99.9% |
| 5Y | -99.9% | +45.0% | -144.9% | -99.9% |
| All | -99.9% | +227.4% | -327.3% | -99.8% |
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