+87.8%
DT vs CBRE
+148.8%
-61.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +3.1% | -1.8% | +4.9% | +3.8% |
| 30D | -29.5% | +3.3% | -32.8% | -30.7% |
| 3M | -11.7% | -12.4% | +0.6% | -7.5% |
| 6M | +29.0% | -5.4% | +34.3% | +30.0% |
| YTD | +3.4% | -17.2% | +20.6% | +9.2% |
| 1Y | -4.2% | -13.1% | +8.9% | -1.0% |
| 3Y | -12.8% | +81.6% | -94.4% | -36.5% |
| 5Y | -39.6% | +26.4% | -66.0% | -49.5% |
| All | +87.8% | +148.8% | -61.0% | +27.3% |
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