-19.3%
DRAM vs CBRE
-6.1%
-13.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +5.9% |
| 7D | -18.2% | +5.2% | -23.3% | -15.7% |
| 30D | -34.5% | +6.2% | -40.8% | -31.8% |
| 3M | -23.6% | -8.1% | -15.5% | -27.4% |
| 6M | -19.3% | -6.6% | -12.6% | -13.4% |
| All | -19.3% | -6.1% | -13.1% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling