+44.0%
DLTR vs CBRE
-6.2%
+50.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.5% | +8.6% |
| 7D | +15.6% | +14.1% | +1.5% | +12.3% |
| 30D | +29.9% | +9.0% | +20.8% | +27.2% |
| 3M | +12.5% | -6.6% | +19.0% | +13.2% |
| 6M | +56.3% | +0.8% | +55.5% | +56.3% |
| YTD | +19.5% | -12.2% | +31.7% | +18.6% |
| 1Y | +44.0% | -6.8% | +50.8% | +35.2% |
| All | +44.0% | -6.2% | +50.2% | +35.2% |
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 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