+186.9%
DLR vs CBRE
+400.8%
-213.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.8% |
| 7D | +2.4% | +1.0% | +1.3% | +2.1% |
| 30D | +0.7% | +5.6% | -4.9% | -1.2% |
| 3M | -6.4% | -6.8% | +0.3% | -4.8% |
| 6M | -6.5% | -5.6% | -1.0% | -5.6% |
| YTD | +18.8% | -14.1% | +32.9% | +22.5% |
| 1Y | +9.0% | -9.5% | +18.5% | +10.3% |
| 3Y | +54.5% | +91.8% | -37.3% | +19.9% |
| 5Y | +35.8% | +30.3% | +5.5% | +16.3% |
| All | +186.9% | +400.8% | -213.9% | +61.4% |
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 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