+45.4%
COF vs CBRE
+39.8%
+5.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.0% |
| 7D | -6.1% | -7.2% | +1.2% | -1.7% |
| 30D | -5.2% | -6.4% | +1.3% | -1.6% |
| 3M | +17.0% | +2.9% | +14.1% | +13.9% |
| 6M | +12.9% | +2.5% | +10.4% | +9.6% |
| YTD | -13.5% | -14.2% | +0.6% | -7.1% |
| 1Y | -5.9% | -15.1% | +9.3% | +1.7% |
| 3Y | +117.1% | +61.9% | +55.2% | +45.0% |
| 5Y | +45.4% | +42.4% | +3.0% | +0.2% |
| All | +45.4% | +39.8% | +5.6% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling