+84.2%
DOCN vs CBRE
+83.8%
+0.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.0% | +6.1% | +6.7% |
| 7D | -12.8% | +1.0% | -13.8% | -13.3% |
| 30D | -41.9% | +5.6% | -47.6% | -44.4% |
| 3M | -36.9% | -6.8% | -30.2% | -35.2% |
| 6M | -52.2% | -5.6% | -46.7% | -52.5% |
| YTD | +62.7% | -14.1% | +76.8% | +70.9% |
| 1Y | +58.2% | -9.5% | +67.7% | +58.0% |
| 3Y | +219.5% | +91.8% | +127.7% | +53.5% |
| 5Y | -32.9% | +30.3% | -63.2% | -57.3% |
| All | +84.2% | +83.8% | +0.4% | +19.2% |
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