+3,457.3%
DLR vs CBRE
+1,494.3%
+1,963.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.7% |
| 7D | +2.4% | +1.0% | +1.3% | +2.1% |
| 30D | +0.7% | +5.6% | -4.9% | -1.3% |
| 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% | +22.4% |
| 1Y | +9.0% | -9.5% | +18.5% | +10.4% |
| 3Y | +54.5% | +91.8% | -37.3% | +20.5% |
| 5Y | +35.8% | +30.3% | +5.5% | +19.0% |
| 10Y | +177.5% | +406.9% | -229.4% | +44.4% |
| All | +3,457.3% | +1,494.3% | +1,963.0% | +855.5% |
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 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