+81.6%
CBRE vs DUOL
-20.2%
+101.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.2% |
| 7D | -1.8% | +3.0% | -4.8% | -2.2% |
| 30D | +3.3% | +18.3% | -15.0% | +0.5% |
| 3M | -12.4% | +14.7% | -27.1% | -14.6% |
| 6M | -5.4% | +57.5% | -62.8% | -11.9% |
| YTD | -17.2% | -5.8% | -11.4% | -18.4% |
| 1Y | -13.1% | -11.4% | -1.7% | -13.8% |
| 3Y | +81.6% | -22.5% | +104.1% | +76.1% |
| All | +81.6% | -20.2% | +101.7% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 3y: compounded portfolio wealth divided by compounded DUOL 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…
3y analysis · Full analysis span regression · 6 months rolling