+689.1%
CBRE vs COPX
+118.6%
+570.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.6% |
| 7D | -1.8% | -2.8% | +1.1% | -0.6% |
| 30D | +3.3% | -14.3% | +17.6% | +10.4% |
| 3M | -12.4% | -19.0% | +6.7% | -4.7% |
| 6M | -5.4% | -24.4% | +19.1% | +3.9% |
| YTD | -17.2% | -3.2% | -14.0% | -21.6% |
| 1Y | -13.1% | +15.2% | -28.2% | -24.7% |
| 3Y | +81.6% | +127.6% | -46.1% | +5.6% |
| 5Y | +26.4% | +106.0% | -79.6% | -25.5% |
| 10Y | +381.6% | +313.7% | +67.9% | +72.5% |
| All | +689.1% | +118.6% | +570.5% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling