+392.5%
CBRE vs COPX
+583.8%
-191.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -5.0% | -2.3% | -2.6% | -4.3% |
| 30D | -4.7% | +0.3% | -4.9% | -5.2% |
| 3M | +6.5% | +6.8% | -0.3% | +2.3% |
| 6M | +6.1% | +7.9% | -1.9% | -0.3% |
| YTD | -12.6% | +23.7% | -36.3% | -23.8% |
| 1Y | -15.3% | +71.5% | -86.8% | -36.6% |
| 3Y | +64.6% | +149.1% | -84.5% | -0.4% |
| 5Y | +45.0% | +167.3% | -122.3% | -18.3% |
| All | +392.5% | +583.8% | -191.3% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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