+63.6%
CBRE vs DKS
+27.5%
+36.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.0% |
| 7D | -1.7% | -2.9% | +1.2% | -1.0% |
| 30D | -3.0% | -37.7% | +34.8% | +6.6% |
| 3M | +2.6% | -38.9% | +41.6% | +13.0% |
| 6M | +2.0% | -31.1% | +33.1% | +8.0% |
| YTD | -13.1% | -31.8% | +18.7% | -8.0% |
| 1Y | -13.8% | -38.0% | +24.2% | -6.6% |
| All | +63.6% | +27.5% | +36.1% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling