+717.7%
DIA vs CBRE
+2,028.3%
-1,310.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +1.1% | +3.1% | -1.9% | +0.4% |
| 3M | -2.9% | -6.4% | +3.5% | -1.8% |
| 6M | +5.9% | -7.9% | +13.8% | +7.1% |
| YTD | +9.8% | -16.2% | +25.9% | +12.7% |
| 1Y | +11.7% | -11.2% | +22.9% | +13.3% |
| 3Y | +59.5% | +83.4% | -23.9% | +37.7% |
| 5Y | +57.5% | +28.4% | +29.1% | +44.8% |
| 10Y | +235.9% | +386.8% | -150.9% | +134.1% |
| All | +717.7% | +2,028.3% | -1,310.6% | +290.4% |
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 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