+2,605.6%
DXCM vs CBRE
+1,111.0%
+1,494.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.6% | -5.4% | -5.8% |
| 7D | -3.5% | +5.2% | -8.7% | -5.0% |
| 30D | -5.8% | +6.2% | -12.0% | -7.7% |
| 3M | -4.3% | -8.1% | +3.7% | -2.0% |
| 6M | +31.6% | -6.6% | +38.2% | +33.6% |
| YTD | +19.6% | -15.7% | +35.4% | +25.0% |
| 1Y | +36.9% | -9.7% | +46.5% | +39.7% |
| 3Y | -16.3% | +80.4% | -96.7% | -33.2% |
| 5Y | -50.0% | +27.0% | -77.0% | -55.6% |
| 10Y | +413.2% | +412.9% | +0.2% | +172.8% |
| All | +2,605.6% | +1,111.0% | +1,494.6% | +765.2% |
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 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