+1.2%
DUK vs CBRE
-15.5%
+16.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -1.7% | -7.2% | +5.6% | -1.5% |
| 30D | -2.2% | -6.4% | +4.2% | -2.1% |
| 3M | -3.7% | +2.9% | -6.6% | -3.6% |
| 6M | -6.3% | +2.5% | -8.9% | -6.4% |
| YTD | +4.5% | -14.2% | +18.7% | +3.0% |
| All | +1.2% | -15.5% | +16.7% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling