+607.9%
DG vs CBRE
+1,166.8%
-558.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +5.2% | -0.5% | +5.7% | +5.3% |
| 30D | +7.9% | +3.1% | +4.9% | +7.4% |
| 3M | +12.7% | -6.4% | +19.1% | +13.9% |
| 6M | +22.4% | -7.9% | +30.3% | +23.8% |
| YTD | +5.4% | -16.2% | +21.6% | +7.9% |
| 1Y | +39.4% | -11.2% | +50.6% | +41.3% |
| 3Y | +24.1% | +83.4% | -59.3% | +9.7% |
| 5Y | -32.2% | +28.4% | -60.6% | -37.2% |
| 10Y | +111.8% | +386.8% | -275.0% | +49.8% |
| All | +607.9% | +1,166.8% | -558.9% | +294.6% |
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 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