+67.3%
DVN vs CBRE
+407.4%
-340.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.6% |
| 7D | +4.5% | -5.0% | +9.5% | +7.5% |
| 30D | +12.0% | -4.7% | +16.6% | +14.3% |
| 3M | +13.4% | +6.5% | +6.9% | +7.0% |
| 6M | +12.1% | +6.1% | +6.1% | +4.3% |
| YTD | +38.8% | -12.6% | +51.4% | +42.3% |
| 1Y | +46.0% | -15.3% | +61.3% | +51.9% |
| 3Y | +9.5% | +64.6% | -55.1% | -31.6% |
| 5Y | +125.3% | +45.0% | +80.3% | +47.2% |
| All | +67.3% | +407.4% | -340.2% | -46.4% |
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 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