+50.9%
CBRE vs COO
-38.8%
+89.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | -2.0% | -2.2% | +0.3% | -0.9% |
| 30D | -2.2% | -7.0% | +4.8% | +1.3% |
| 3M | +12.9% | +12.2% | +0.7% | +6.5% |
| 6M | +4.3% | -15.1% | +19.4% | +12.6% |
| YTD | -8.0% | -15.1% | +7.0% | -0.7% |
| 1Y | -8.6% | +2.3% | -10.9% | -10.3% |
| 3Y | +71.9% | -23.7% | +95.6% | +89.5% |
| All | +50.9% | -38.8% | +89.7% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling