+128.9%
DPZ vs CBRE
+400.4%
-271.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +1.0% |
| 7D | +9.5% | +6.0% | +3.5% | +8.1% |
| 30D | +12.8% | +4.4% | +8.4% | +11.7% |
| 3M | -6.2% | -9.8% | +3.6% | -4.4% |
| 6M | +4.3% | -4.4% | +8.6% | +5.0% |
| YTD | -16.6% | -15.2% | -1.4% | -14.4% |
| 1Y | -12.8% | -9.1% | -3.7% | -11.7% |
| 3Y | -0.8% | +79.4% | -80.2% | -12.6% |
| 5Y | -25.8% | +27.8% | -53.6% | -31.8% |
| All | +128.9% | +400.4% | -271.5% | +69.0% |
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