+17.1%
DIA vs CBRE
-12.8%
+29.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -0.5% |
| 7D | +0.1% | -1.5% | +1.6% | +0.3% |
| 30D | -2.1% | -4.0% | +1.9% | -1.4% |
| 3M | +4.2% | +8.0% | -3.9% | +2.5% |
| 6M | +11.9% | +4.0% | +7.9% | +10.7% |
| YTD | +10.8% | -11.5% | +22.3% | +11.8% |
| All | +17.1% | -12.8% | +29.8% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling