+102.6%
DOCU vs CBRE
+212.4%
-109.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -4.0% | -1.6% |
| 7D | -3.7% | +14.1% | -17.8% | -9.1% |
| 30D | +15.0% | +9.0% | +5.9% | +10.3% |
| 3M | +39.9% | -6.6% | +46.5% | +43.0% |
| 6M | +66.2% | +0.8% | +65.4% | +63.8% |
| YTD | +17.7% | -12.2% | +29.9% | +22.4% |
| 1Y | +13.7% | -6.8% | +20.5% | +15.2% |
| 3Y | +95.9% | +85.6% | +10.3% | +48.2% |
| 5Y | -71.7% | +33.9% | -105.6% | -76.4% |
| All | +102.6% | +212.4% | -109.8% | +41.9% |
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 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