+76.3%
DLTR vs CBRE
+379.0%
-302.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +5.3% | -1.8% | +7.1% | +5.8% |
| 30D | +13.4% | +3.3% | +10.1% | +12.5% |
| 3M | +6.6% | -12.4% | +19.0% | +10.6% |
| 6M | +59.1% | -5.4% | +64.4% | +60.8% |
| YTD | +12.3% | -17.2% | +29.5% | +17.0% |
| 1Y | +33.9% | -13.1% | +47.0% | +37.5% |
| 3Y | +23.0% | +81.6% | -58.6% | +0.8% |
| 5Y | +22.1% | +26.4% | -4.3% | +8.6% |
| All | +76.3% | +379.0% | -302.8% | +0.6% |
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