+776.4%
CBRE vs COPX
+186.2%
+590.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -2.0% | -4.0% | +2.0% | -0.1% |
| 30D | -2.2% | +4.5% | -6.7% | -4.4% |
| 3M | +12.9% | +0.8% | +12.1% | +10.1% |
| 6M | +4.3% | +3.2% | +1.1% | -0.9% |
| YTD | -8.0% | +26.7% | -34.8% | -22.2% |
| 1Y | -8.6% | +85.7% | -94.2% | -36.7% |
| 3Y | +71.9% | +151.2% | -79.3% | -2.6% |
| 5Y | +50.0% | +170.0% | -120.0% | -21.6% |
| 10Y | +390.1% | +572.9% | -182.9% | +38.3% |
| All | +776.4% | +186.2% | +590.2% | +296.8% |
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