+120.8%
COF vs CBRE
+63.2%
+57.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.6% |
| 7D | -2.7% | -1.7% | -1.0% | -1.9% |
| 30D | -3.4% | -3.0% | -0.4% | -2.2% |
| 3M | +15.4% | +2.6% | +12.8% | +13.4% |
| 6M | +14.4% | +2.0% | +12.4% | +12.3% |
| YTD | -12.0% | -13.1% | +1.1% | -7.2% |
| 1Y | -3.7% | -13.8% | +10.1% | +1.7% |
| All | +120.8% | +63.2% | +57.7% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling