-8.1%
DT vs CBRE
+79.1%
-87.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -24.7% | +5.2% | -29.9% | -25.7% |
| 30D | -27.4% | +6.2% | -33.6% | -28.7% |
| 3M | -11.1% | -8.1% | -3.0% | -9.3% |
| 6M | +13.7% | -6.6% | +20.3% | +15.4% |
| YTD | +0.2% | -15.7% | +16.0% | +4.2% |
| 1Y | -5.7% | -9.7% | +4.0% | -4.3% |
| 3Y | -8.1% | +80.4% | -88.5% | -17.3% |
| All | -8.1% | +79.1% | -87.2% | -17.3% |
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 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