+406.9%
CBRE vs COO
+40.7%
+366.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.6% | +0.7% |
| 7D | +1.0% | +4.3% | -3.3% | -1.1% |
| 30D | +5.6% | +17.6% | -11.9% | -2.9% |
| 3M | -6.8% | -13.9% | +7.1% | -0.2% |
| 6M | -5.6% | +6.6% | -12.1% | -10.2% |
| YTD | -14.1% | -22.0% | +7.9% | -3.4% |
| 1Y | -9.5% | -8.8% | -0.7% | -6.7% |
| 3Y | +91.8% | -21.5% | +113.3% | +105.4% |
| 5Y | +30.3% | -41.0% | +71.3% | +60.9% |
| 10Y | +406.9% | +40.9% | +366.0% | +365.3% |
| All | +406.9% | +40.7% | +366.2% | +365.3% |
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