+876.2%
DUK vs CBRE
+2,234.5%
-1,358.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | 0.0% | -2.0% | +1.9% | +0.2% |
| 30D | -1.7% | -2.2% | +0.5% | -1.5% |
| 3M | -0.4% | +12.9% | -13.4% | -1.9% |
| 6M | -7.2% | +4.3% | -11.6% | -7.9% |
| YTD | +5.3% | -8.0% | +13.3% | +5.7% |
| 1Y | +3.0% | -8.6% | +11.5% | +3.3% |
| 3Y | +53.1% | +71.9% | -18.8% | +41.6% |
| 5Y | +37.9% | +50.0% | -12.1% | +28.5% |
| 10Y | +124.8% | +390.1% | -265.2% | +81.5% |
| All | +876.2% | +2,234.5% | -1,358.2% | +517.0% |
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