-100.0%
DFNS vs CBRE
+218.0%
-318.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -4.9% | -2.8% |
| 7D | -42.8% | +1.0% | -43.9% | -42.7% |
| 30D | -67.6% | +5.6% | -73.2% | -67.3% |
| 3M | -94.9% | -6.8% | -88.1% | -94.9% |
| 6M | -96.7% | -5.6% | -91.2% | -96.8% |
| YTD | -99.6% | -14.1% | -85.5% | -99.6% |
| 1Y | -99.7% | -9.5% | -90.3% | -99.8% |
| 3Y | -100.0% | +91.8% | -191.7% | -100.0% |
| 5Y | -100.0% | +30.3% | -130.3% | -100.0% |
| All | -100.0% | +218.0% | -318.0% | -100.0% |
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