+36.6%
DIS vs CBRE
+421.6%
-385.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.2% |
| 7D | +5.3% | +1.0% | +4.3% | +4.8% |
| 30D | +10.2% | +5.6% | +4.6% | +7.3% |
| 3M | +13.5% | -6.8% | +20.3% | +16.4% |
| 6M | +11.1% | -5.6% | +16.7% | +12.6% |
| YTD | +5.5% | -14.1% | +19.6% | +10.7% |
| 1Y | +9.1% | -9.5% | +18.6% | +11.6% |
| 3Y | +36.0% | +91.8% | -55.8% | -5.6% |
| 5Y | -29.8% | +30.3% | -60.2% | -42.8% |
| 10Y | +36.6% | +406.9% | -370.3% | -30.5% |
| All | +36.6% | +421.6% | -385.0% | -30.5% |
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