-99.7%
DFNS vs CBRE
-13.9%
-85.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.5% | -17.8% | -16.9% |
| 7D | -12.7% | -2.8% | -9.9% | -8.7% |
| 30D | -65.2% | +2.2% | -67.4% | -67.5% |
| 3M | -94.6% | -10.1% | -84.5% | -93.7% |
| 6M | -96.2% | -8.0% | -88.2% | -95.3% |
| YTD | -99.6% | -17.6% | -82.0% | -99.5% |
| 1Y | -99.7% | -14.7% | -85.0% | -99.6% |
| All | -99.7% | -13.9% | -85.8% | -99.6% |
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 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