+62.5%
CBRE vs DUOL
+9.2%
+53.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.3% |
| 7D | -2.0% | +5.1% | -7.1% | -2.6% |
| 30D | -2.2% | +14.1% | -16.3% | -3.9% |
| 3M | +12.9% | +41.5% | -28.6% | +7.9% |
| 6M | +4.3% | +60.6% | -56.3% | -2.3% |
| YTD | -8.0% | -12.0% | +3.9% | -7.9% |
| 1Y | -8.6% | -43.4% | +34.8% | -4.6% |
| 3Y | +71.9% | +3.7% | +68.2% | +61.5% |
| 5Y | +50.0% | -5.3% | +55.3% | +28.4% |
| All | +62.5% | +9.2% | +53.2% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling