+383.7%
CBRE vs DKS
+199.2%
+184.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.2% | -4.7% | -2.5% | -6.0% |
| 30D | -6.4% | -35.1% | +28.6% | +3.3% |
| 3M | +2.9% | -37.7% | +40.6% | +14.6% |
| 6M | +2.5% | -30.7% | +33.3% | +10.0% |
| YTD | -14.2% | -31.9% | +17.7% | -7.7% |
| 1Y | -15.1% | -40.0% | +24.9% | -5.8% |
| 3Y | +61.9% | +28.4% | +33.5% | +38.6% |
| 5Y | +42.4% | +12.4% | +30.0% | +19.2% |
| All | +383.7% | +199.2% | +184.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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