+44.0%
DLTR vs CBRE
+398.3%
-354.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | -9.4% | -7.2% | -2.2% | -7.5% |
| 30D | -7.3% | -6.4% | -0.9% | -5.6% |
| 3M | +7.6% | +2.9% | +4.6% | +6.5% |
| 6M | +1.6% | +2.5% | -1.0% | +0.4% |
| YTD | -3.5% | -14.2% | +10.6% | -0.5% |
| 1Y | +20.0% | -15.1% | +35.2% | +24.3% |
| 3Y | +2.3% | +61.9% | -59.6% | -13.5% |
| 5Y | +31.5% | +42.4% | -10.9% | +13.3% |
| All | +44.0% | +398.3% | -354.3% | -18.8% |
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