+7.3%
DT vs CBRE
+73.2%
-65.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.3% | -2.0% | -1.3% | -2.8% |
| 30D | +2.0% | -2.2% | +4.2% | +2.6% |
| 3M | +20.0% | +12.9% | +7.1% | +15.4% |
| 6M | +39.3% | +4.3% | +35.0% | +36.9% |
| YTD | +19.8% | -8.0% | +27.8% | +21.7% |
| 1Y | +4.3% | -8.6% | +12.8% | +5.9% |
| All | +7.3% | +73.2% | -65.9% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling