+204.4%
DHR vs CBRE
+398.3%
-194.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -5.0% | -7.2% | +2.3% | -2.8% |
| 30D | -3.3% | -6.4% | +3.1% | -1.5% |
| 3M | +9.4% | +2.9% | +6.5% | +8.1% |
| 6M | +3.2% | +2.5% | +0.6% | +1.8% |
| YTD | -12.0% | -14.2% | +2.1% | -8.9% |
| 1Y | +4.9% | -15.1% | +20.0% | +8.9% |
| 3Y | -7.4% | +61.9% | -69.2% | -21.9% |
| 5Y | -29.8% | +42.4% | -72.1% | -39.8% |
| All | +204.4% | +398.3% | -194.0% | +95.5% |
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