+240.7%
DOCN vs CBRE
+84.7%
+156.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.2% | +9.8% | +9.7% |
| 7D | +3.7% | -4.6% | +8.4% | +6.3% |
| 30D | -33.7% | +3.0% | -36.6% | -34.7% |
| 3M | -27.9% | -8.7% | -19.2% | -25.5% |
| 6M | -46.4% | -7.9% | -38.6% | -45.7% |
| YTD | +81.1% | -16.3% | +97.4% | +92.6% |
| 1Y | +74.3% | -13.1% | +87.4% | +79.7% |
| All | +240.7% | +84.7% | +156.0% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling