+2,894.9%
DXCM vs CBRE
+1,221.3%
+1,673.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -3.2% | -2.0% | -1.2% | -2.6% |
| 30D | +6.3% | -2.2% | +8.5% | +6.9% |
| 3M | +21.1% | +12.9% | +8.2% | +15.9% |
| 6M | +20.6% | +4.3% | +16.3% | +18.2% |
| YTD | +32.4% | -8.0% | +40.5% | +34.7% |
| 1Y | +8.8% | -8.6% | +17.4% | +10.7% |
| 3Y | -13.7% | +71.9% | -85.6% | -30.1% |
| 5Y | -35.2% | +50.0% | -85.2% | -45.5% |
| 10Y | +281.8% | +390.1% | -108.3% | +105.8% |
| All | +2,894.9% | +1,221.3% | +1,673.6% | +831.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling