+446.0%
DIS vs CBRE
+2,234.5%
-1,788.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.6% | -2.0% | -0.6% | -2.1% |
| 30D | +3.5% | -2.2% | +5.7% | +4.0% |
| 3M | +6.8% | +12.9% | -6.1% | +3.3% |
| 6M | +3.0% | +4.3% | -1.3% | +1.5% |
| YTD | -6.7% | -8.0% | +1.3% | -5.4% |
| 1Y | -10.1% | -8.6% | -1.5% | -8.7% |
| 3Y | +33.0% | +71.9% | -38.8% | +13.6% |
| 5Y | -40.0% | +50.0% | -90.0% | -47.2% |
| 10Y | +21.1% | +390.1% | -369.0% | -20.6% |
| All | +446.0% | +2,234.5% | -1,788.5% | +109.2% |
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