+112.2%
DT vs CBRE
+161.1%
-48.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.4% |
| 7D | -0.5% | -1.7% | +1.1% | +0.2% |
| 30D | +0.1% | -3.0% | +3.0% | +1.1% |
| 3M | +24.1% | +2.6% | +21.5% | +22.3% |
| 6M | +30.1% | +2.0% | +28.1% | +27.9% |
| YTD | +16.8% | -13.1% | +29.9% | +21.6% |
| 1Y | -0.1% | -13.8% | +13.7% | +4.2% |
| 3Y | +6.8% | +63.9% | -57.0% | -18.0% |
| 5Y | -28.4% | +42.3% | -70.7% | -42.5% |
| All | +112.2% | +161.1% | -48.9% | +41.7% |
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