+5,622.1%
DPZ vs CBRE
+2,253.1%
+3,369.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -2.5% | -2.0% | -0.6% | -2.1% |
| 30D | -7.0% | -2.2% | -4.8% | -6.5% |
| 3M | +11.6% | +12.9% | -1.3% | +8.4% |
| 6M | -15.2% | +4.3% | -19.5% | -16.2% |
| YTD | -17.2% | -8.0% | -9.2% | -16.2% |
| 1Y | -24.8% | -8.6% | -16.3% | -23.9% |
| 3Y | -8.7% | +71.9% | -80.5% | -21.1% |
| 5Y | -28.9% | +50.0% | -78.9% | -37.6% |
| 10Y | +153.6% | +390.1% | -236.4% | +58.3% |
| All | +5,622.1% | +2,253.1% | +3,369.1% | +2,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling