+583.4%
DG vs CBRE
+1,289.6%
-706.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +8.4% | -2.0% | +10.4% | +8.7% |
| 30D | +4.9% | -2.2% | +7.1% | +5.2% |
| 3M | +29.3% | +12.9% | +16.4% | +26.6% |
| 6M | -11.3% | +4.3% | -15.6% | -12.1% |
| YTD | +1.8% | -8.0% | +9.8% | +2.5% |
| 1Y | +25.3% | -8.6% | +33.9% | +26.4% |
| 3Y | +9.1% | +71.9% | -62.8% | -2.6% |
| 5Y | -34.9% | +50.0% | -84.9% | -41.3% |
| 10Y | +108.2% | +390.1% | -281.9% | +47.0% |
| All | +583.4% | +1,289.6% | -706.2% | +275.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling