+46.4%
DRAM vs CBRE
+1.6%
+44.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -3.3% |
| 7D | -14.7% | -0.5% | -14.2% | -14.5% |
| 30D | -28.9% | +3.1% | -32.0% | -27.6% |
| 3M | -18.1% | -6.4% | -11.7% | -19.3% |
| 6M | -23.0% | -7.9% | -15.1% | -12.3% |
| All | +46.4% | +1.6% | +44.8% | +56.8% |
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