+9.5%
DLR vs CBRE
-9.3%
+18.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +3.1% |
| 7D | +2.4% | +1.0% | +1.3% | +2.3% |
| 30D | +0.7% | +5.6% | -4.9% | 0.0% |
| 3M | -6.4% | -6.8% | +0.3% | -5.7% |
| 6M | -6.5% | -5.6% | -1.0% | -6.8% |
| YTD | +18.8% | -14.1% | +32.9% | +17.8% |
| All | +9.5% | -9.3% | +18.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling