+2,100.2%
CBRE vs DKS
+1,341.5%
+758.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -4.6% | +1.3% | -5.9% | -5.3% |
| 30D | +3.0% | +8.9% | -5.9% | -1.6% |
| 3M | -8.7% | -26.4% | +17.6% | +0.9% |
| 6M | -7.9% | -31.1% | +23.2% | +3.7% |
| YTD | -16.3% | -22.8% | +6.5% | -11.9% |
| 1Y | -13.1% | -29.5% | +16.4% | -4.6% |
| 3Y | +83.1% | +42.8% | +40.3% | +26.9% |
| 5Y | +27.7% | +29.2% | -1.5% | -18.1% |
| 10Y | +386.9% | +235.0% | +152.0% | +30.4% |
| All | +2,100.2% | +1,341.5% | +758.7% | +91.1% |
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