+385.0%
CBRE vs COO
+43.7%
+341.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.3% |
| 7D | -1.5% | -2.3% | +0.8% | -0.2% |
| 30D | -4.0% | -8.8% | +4.8% | +0.9% |
| 3M | +8.0% | +1.3% | +6.7% | +7.2% |
| 6M | +4.0% | -11.6% | +15.5% | +10.5% |
| YTD | -11.5% | -17.4% | +5.9% | -2.4% |
| 1Y | -13.0% | -1.6% | -11.4% | -13.2% |
| 3Y | +66.9% | -22.6% | +89.5% | +82.8% |
| 5Y | +45.0% | -40.3% | +85.4% | +80.4% |
| 10Y | +385.0% | +45.2% | +339.8% | +324.6% |
| All | +385.0% | +43.7% | +341.3% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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