+251.0%
DIA vs CBRE
+381.8%
-130.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.1% |
| 7D | -1.2% | -1.7% | +0.4% | -0.7% |
| 30D | -2.7% | -3.0% | +0.3% | -1.9% |
| 3M | +3.3% | +2.6% | +0.6% | +1.7% |
| 6M | +10.4% | +2.0% | +8.4% | +8.7% |
| YTD | +10.0% | -13.1% | +23.1% | +13.8% |
| 1Y | +16.2% | -13.8% | +30.0% | +20.3% |
| 3Y | +58.7% | +63.9% | -5.1% | +25.3% |
| 5Y | +63.6% | +42.3% | +21.2% | +33.2% |
| 10Y | +251.0% | +401.2% | -150.1% | +79.8% |
| All | +251.0% | +381.8% | -130.8% | +79.8% |
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