+60.1%
DOCN vs CBRE
+50.7%
+9.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.3% |
| 7D | +1.1% | -2.0% | +3.1% | +2.7% |
| 30D | -9.6% | -2.2% | -7.4% | -9.4% |
| 3M | -37.7% | +12.9% | -50.6% | -45.9% |
| 6M | +115.2% | +4.3% | +110.9% | +98.3% |
| YTD | +133.7% | -8.0% | +141.8% | +135.8% |
| 1Y | +250.2% | -8.6% | +258.7% | +252.1% |
| 3Y | +320.3% | +71.9% | +248.4% | +114.0% |
| All | +60.1% | +50.7% | +9.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling