+332.9%
COF vs CBRE
+2,234.5%
-1,901.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.8% | -2.0% | +3.8% | +2.7% |
| 30D | -0.6% | -2.2% | +1.6% | +0.2% |
| 3M | +20.3% | +12.9% | +7.4% | +12.8% |
| 6M | +13.0% | +4.3% | +8.7% | +9.8% |
| YTD | -8.3% | -8.0% | -0.3% | -6.0% |
| 1Y | -1.5% | -8.6% | +7.1% | +1.2% |
| 3Y | +122.3% | +71.9% | +50.4% | +65.2% |
| 5Y | +52.5% | +50.0% | +2.5% | +21.4% |
| 10Y | +264.9% | +390.1% | -125.2% | +70.2% |
| All | +332.9% | +2,234.5% | -1,901.6% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling