+396.6%
CBRE vs DOC
-2.1%
+398.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.4% |
| 7D | -2.0% | -1.5% | -0.5% | -1.2% |
| 30D | -2.2% | -4.8% | +2.6% | +0.5% |
| 3M | +12.9% | +6.9% | +6.0% | +8.6% |
| 6M | +4.3% | +20.7% | -16.4% | -7.5% |
| YTD | -8.0% | +34.1% | -42.2% | -23.3% |
| 1Y | -8.6% | +22.6% | -31.2% | -20.0% |
| 3Y | +71.9% | +20.8% | +51.1% | +49.4% |
| 5Y | +50.0% | -24.9% | +74.9% | +69.5% |
| All | +396.6% | -2.1% | +398.7% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling