+107.6%
DG vs CBRE
+390.7%
-283.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.4% |
| 7D | -2.5% | -1.5% | -0.9% | -2.2% |
| 30D | +1.0% | -4.0% | +5.0% | +1.6% |
| 3M | +20.3% | +8.0% | +12.3% | +18.7% |
| 6M | -11.7% | +4.0% | -15.7% | -12.5% |
| YTD | -2.3% | -11.5% | +9.2% | -1.0% |
| 1Y | +20.0% | -13.0% | +33.0% | +22.0% |
| 3Y | +7.2% | +66.9% | -59.7% | -3.8% |
| 5Y | -37.9% | +45.0% | -83.0% | -43.9% |
| All | +107.6% | +390.7% | -283.2% | +38.6% |
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 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