+31.7%
DG vs CBRE
-13.9%
+45.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.6% |
| 7D | -2.5% | -2.8% | +0.3% | -1.6% |
| 30D | +7.7% | +2.2% | +5.5% | +7.1% |
| 3M | +13.1% | -10.1% | +23.2% | +15.8% |
| 6M | +32.0% | -8.0% | +40.0% | +34.4% |
| YTD | +3.3% | -17.6% | +20.9% | +4.0% |
| 1Y | +31.7% | -14.7% | +46.4% | +30.0% |
| All | +31.7% | -13.9% | +45.6% | +30.0% |
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 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