+2,053.4%
DHR vs CBRE
+2,146.2%
-92.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.4% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | +0.2% | -4.0% | +4.2% | +1.0% |
| 3M | +12.1% | +8.0% | +4.0% | +10.1% |
| 6M | +5.4% | +4.0% | +1.5% | +4.2% |
| YTD | -10.0% | -11.5% | +1.6% | -8.3% |
| 1Y | +4.1% | -13.0% | +17.1% | +6.3% |
| 3Y | -5.2% | +66.9% | -72.1% | -15.8% |
| 5Y | -28.2% | +45.0% | -73.3% | -34.9% |
| 10Y | +208.4% | +385.0% | -176.6% | +113.8% |
| All | +2,053.4% | +2,146.2% | -92.8% | +870.1% |
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