-37.4%
DOCS vs CBRE
+56.3%
-93.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -2.0% |
| 7D | -1.3% | +6.0% | -7.4% | -5.2% |
| 30D | +19.4% | +4.4% | +15.0% | +15.7% |
| 3M | +53.4% | -9.8% | +63.2% | +63.9% |
| 6M | +28.8% | -4.4% | +33.1% | +32.9% |
| YTD | -25.1% | -15.2% | -9.9% | -17.4% |
| 1Y | -48.1% | -9.1% | -39.0% | -45.6% |
| 3Y | +51.4% | +79.4% | -28.0% | -5.8% |
| 5Y | -51.1% | +27.8% | -78.9% | -65.2% |
| All | -37.4% | +56.3% | -93.7% | -55.5% |
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 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