+2,115.4%
CBRE vs COO
+344.0%
+1,771.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.5% |
| 7D | +5.2% | +4.7% | +0.5% | +2.3% |
| 30D | +6.2% | +13.9% | -7.7% | -2.0% |
| 3M | -8.1% | -14.9% | +6.9% | -0.1% |
| 6M | -6.6% | +2.0% | -8.7% | -9.8% |
| YTD | -15.7% | -23.9% | +8.2% | -2.6% |
| 1Y | -9.7% | -9.6% | 0.0% | -6.4% |
| 3Y | +80.4% | -25.4% | +105.8% | +100.1% |
| 5Y | +27.0% | -41.2% | +68.2% | +60.0% |
| 10Y | +412.9% | +42.1% | +370.8% | +245.9% |
| All | +2,115.4% | +344.0% | +1,771.4% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling