+164.6%
DOCN vs CBRE
+96.7%
+67.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.2% |
| 7D | +1.1% | -2.0% | +3.1% | +2.6% |
| 30D | -9.6% | -2.2% | -7.4% | -9.4% |
| 3M | -37.7% | +12.9% | -50.6% | -45.4% |
| 6M | +115.2% | +4.3% | +110.9% | +99.5% |
| YTD | +133.7% | -8.0% | +141.8% | +136.1% |
| 1Y | +250.2% | -8.6% | +258.7% | +252.7% |
| 3Y | +320.3% | +71.9% | +248.4% | +129.6% |
| 5Y | +53.1% | +50.0% | +3.1% | -7.1% |
| All | +164.6% | +96.7% | +67.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling