+734.9%
DIA vs CBRE
+2,234.5%
-1,499.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -1.5% | -2.2% | +0.7% | -1.2% |
| 3M | +3.8% | +12.9% | -9.1% | +0.9% |
| 6M | +10.3% | +4.3% | +6.0% | +8.8% |
| YTD | +12.1% | -8.0% | +20.1% | +13.1% |
| 1Y | +18.6% | -8.6% | +27.2% | +19.7% |
| 3Y | +60.6% | +71.9% | -11.2% | +40.6% |
| 5Y | +64.4% | +50.0% | +14.4% | +46.6% |
| 10Y | +250.1% | +390.1% | -140.0% | +143.2% |
| All | +734.9% | +2,234.5% | -1,499.5% | +291.7% |
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