-15.1%
CBRE vs DKS
-38.2%
+23.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -7.2% | -4.7% | -2.5% | -6.7% |
| 30D | -6.4% | -35.1% | +28.6% | -2.0% |
| 3M | +2.9% | -37.7% | +40.6% | +8.4% |
| 6M | +2.5% | -30.7% | +33.3% | +4.8% |
| YTD | -14.2% | -31.9% | +17.7% | -12.0% |
| 1Y | -15.1% | -40.0% | +24.9% | -10.9% |
| All | -15.1% | -38.2% | +23.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling