+70.5%
DOCN vs CBRE
+80.3%
-9.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | -19.2% | +5.2% | -24.3% | -22.1% |
| 30D | -43.1% | +6.2% | -49.3% | -45.8% |
| 3M | -40.7% | -8.1% | -32.6% | -38.5% |
| 6M | -55.0% | -6.6% | -48.3% | -55.0% |
| YTD | +50.6% | -15.7% | +66.3% | +60.2% |
| 1Y | +54.0% | -9.7% | +63.6% | +53.3% |
| 3Y | +203.9% | +80.4% | +123.5% | +53.8% |
| 5Y | -29.4% | +27.0% | -56.4% | -54.5% |
| All | +70.5% | +80.3% | -9.8% | +11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling