+2,076.3%
CBRE vs DKS
+1,342.7%
+733.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.3% | -0.9% |
| 7D | -1.8% | +6.3% | -8.1% | -4.7% |
| 30D | +3.3% | +9.3% | -6.0% | -1.5% |
| 3M | -12.4% | -25.3% | +12.9% | -3.8% |
| 6M | -5.4% | -29.2% | +23.8% | +5.1% |
| YTD | -17.2% | -22.7% | +5.5% | -12.9% |
| 1Y | -13.1% | -30.1% | +17.0% | -4.2% |
| 3Y | +81.6% | +45.6% | +35.9% | +24.5% |
| 5Y | +26.4% | +28.5% | -2.0% | -18.7% |
| 10Y | +381.6% | +235.2% | +146.4% | +28.9% |
| All | +2,076.3% | +1,342.7% | +733.7% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling