+423.1%
DXCM vs CBRE
+421.6%
+1.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | +0.1% | +1.3% |
| 7D | -4.4% | +1.0% | -5.4% | -4.6% |
| 30D | -3.6% | +5.6% | -9.2% | -5.6% |
| 3M | -4.3% | -6.8% | +2.4% | -2.2% |
| 6M | +33.8% | -5.6% | +39.3% | +35.5% |
| YTD | +22.1% | -14.1% | +36.2% | +27.3% |
| 1Y | +47.4% | -9.5% | +56.9% | +50.6% |
| 3Y | -12.3% | +91.8% | -104.0% | -34.1% |
| 5Y | -49.1% | +30.3% | -79.4% | -56.7% |
| 10Y | +423.1% | +406.9% | +16.3% | +156.6% |
| All | +423.1% | +421.6% | +1.5% | +156.6% |
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