-99.9%
DFNS vs CBRE
+50.7%
-150.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | -16.0% | -2.0% | -14.0% | -16.4% |
| 30D | -77.7% | -2.2% | -75.5% | -77.8% |
| 3M | -77.2% | +12.9% | -90.1% | -76.6% |
| 6M | -95.2% | +4.3% | -99.5% | -95.3% |
| YTD | -98.0% | -8.0% | -89.9% | -98.2% |
| 1Y | -98.3% | -8.6% | -89.7% | -98.5% |
| 3Y | -99.9% | +71.9% | -171.8% | -99.9% |
| All | -99.9% | +50.7% | -150.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling