+2,317.2%
CBRE vs DKS
+1,228.4%
+1,088.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.0% | +3.0% | -5.0% | -3.4% |
| 30D | -2.2% | -30.5% | +28.3% | +11.9% |
| 3M | +12.9% | -35.7% | +48.6% | +33.7% |
| 6M | +4.3% | -29.7% | +34.0% | +16.6% |
| YTD | -8.0% | -28.9% | +20.8% | +1.6% |
| 1Y | -8.6% | -35.9% | +27.3% | +5.3% |
| 3Y | +71.9% | +28.2% | +43.7% | +26.4% |
| 5Y | +50.0% | +11.8% | +38.2% | +3.7% |
| 10Y | +390.1% | +211.6% | +178.5% | +36.3% |
| All | +2,317.2% | +1,228.4% | +1,088.8% | +120.3% |
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 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