+116.4%
DOCN vs CBRE
-6.2%
+122.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.1% | -11.3% | -7.2% |
| 7D | -20.0% | +14.1% | -34.1% | -20.3% |
| 30D | -38.8% | +9.0% | -47.8% | -38.7% |
| 3M | -34.8% | -6.6% | -28.2% | -34.5% |
| 6M | -22.8% | +0.8% | -23.5% | -22.7% |
| YTD | +74.6% | -12.2% | +86.8% | +82.1% |
| 1Y | +116.4% | -6.8% | +123.3% | +125.1% |
| All | +116.4% | -6.2% | +122.6% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1y: compounded portfolio wealth divided by compounded CBRE 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…
1y analysis · Full analysis span regression · 6 months rolling