+124.0%
DPZ vs CBRE
+397.3%
-273.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -2.0% |
| 7D | +6.6% | +5.2% | +1.4% | +5.4% |
| 30D | +10.3% | +6.2% | +4.1% | +8.8% |
| 3M | -6.2% | -8.1% | +1.9% | -4.6% |
| 6M | +4.2% | -6.6% | +10.9% | +5.5% |
| YTD | -18.4% | -15.7% | -2.7% | -16.1% |
| 1Y | -14.9% | -9.7% | -5.3% | -13.8% |
| 3Y | -4.6% | +80.4% | -85.0% | -16.0% |
| 5Y | -27.4% | +27.0% | -54.4% | -33.2% |
| All | +124.0% | +397.3% | -273.3% | +65.5% |
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 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