+589.6%
DG vs CBRE
+1,173.6%
-584.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | +1.1% | +5.2% | -4.1% | +0.3% |
| 30D | +9.5% | +6.2% | +3.3% | +8.4% |
| 3M | +5.5% | -8.1% | +13.6% | +6.9% |
| 6M | +16.1% | -6.6% | +22.7% | +17.2% |
| YTD | +2.7% | -15.7% | +18.4% | +5.0% |
| 1Y | +42.1% | -9.7% | +51.7% | +43.7% |
| 3Y | +19.3% | +80.4% | -61.1% | +5.7% |
| 5Y | -35.3% | +27.0% | -62.4% | -40.1% |
| 10Y | +123.9% | +412.9% | -289.0% | +57.0% |
| All | +589.6% | +1,173.6% | -584.0% | +284.0% |
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