-70.5%
DOCU vs CBRE
+27.7%
-98.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | +0.4% |
| 7D | -3.2% | +6.0% | -9.3% | -7.5% |
| 30D | +15.7% | +4.4% | +11.3% | +11.2% |
| 3M | +37.3% | -9.8% | +47.1% | +45.7% |
| 6M | +63.1% | -4.4% | +67.5% | +64.3% |
| YTD | +15.4% | -15.2% | +30.6% | +25.4% |
| 1Y | +11.3% | -9.1% | +20.5% | +14.3% |
| 3Y | +92.1% | +79.4% | +12.7% | +0.3% |
| 5Y | -70.5% | +27.8% | -98.3% | -80.1% |
| All | -70.5% | +27.7% | -98.2% | -80.1% |
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