+181.2%
DLR vs CBRE
+379.0%
-197.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +3.3% | -1.8% | +5.1% | +3.9% |
| 30D | +4.6% | +3.3% | +1.3% | +3.2% |
| 3M | -8.3% | -12.4% | +4.1% | -4.8% |
| 6M | -5.6% | -5.4% | -0.3% | -4.8% |
| YTD | +18.7% | -17.2% | +35.9% | +23.8% |
| 1Y | +17.1% | -13.1% | +30.2% | +20.0% |
| 3Y | +54.4% | +81.6% | -27.2% | +22.0% |
| 5Y | +36.5% | +26.4% | +10.0% | +18.0% |
| All | +181.2% | +379.0% | -197.8% | +67.1% |
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