+386.9%
CBRE vs COO
+40.2%
+346.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.4% |
| 7D | -4.6% | -2.3% | -2.3% | -3.4% |
| 30D | +3.0% | +13.3% | -10.3% | -3.5% |
| 3M | -8.7% | -18.1% | +9.3% | +0.4% |
| 6M | -7.9% | +6.7% | -14.6% | -12.5% |
| YTD | -16.3% | -23.2% | +6.9% | -5.2% |
| 1Y | -13.1% | -12.3% | -0.8% | -8.6% |
| 3Y | +83.1% | -23.6% | +106.7% | +99.0% |
| 5Y | +27.7% | -38.7% | +66.4% | +54.3% |
| 10Y | +386.9% | +42.2% | +344.7% | +347.8% |
| All | +386.9% | +40.2% | +346.7% | +347.8% |
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