+2,317.2%
CBRE vs DOC
+222.7%
+2,094.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.9% |
| 7D | -2.0% | -1.5% | -0.5% | -0.7% |
| 30D | -2.2% | -4.8% | +2.6% | +1.8% |
| 3M | +12.9% | +6.9% | +6.0% | +6.3% |
| 6M | +4.3% | +20.7% | -16.4% | -13.8% |
| YTD | -8.0% | +34.1% | -42.2% | -30.8% |
| 1Y | -8.6% | +22.6% | -31.2% | -26.2% |
| 3Y | +71.9% | +20.8% | +51.1% | +35.0% |
| 5Y | +50.0% | -24.9% | +74.9% | +74.5% |
| 10Y | +390.1% | -1.8% | +391.9% | +271.5% |
| All | +2,317.2% | +222.7% | +2,094.5% | +635.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling