+284.5%
COF vs CBRE
+2,001.9%
-1,717.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | -1.8% | -1.6% | -2.6% |
| 30D | +0.4% | +3.3% | -2.9% | -1.6% |
| 3M | -12.5% | -12.4% | -0.2% | -7.4% |
| 6M | +8.3% | -5.4% | +13.7% | +9.9% |
| YTD | -18.6% | -17.2% | -1.4% | -12.6% |
| 1Y | -8.6% | -13.1% | +4.5% | -4.2% |
| 3Y | +94.7% | +81.6% | +13.1% | +40.7% |
| 5Y | +35.3% | +26.4% | +8.9% | +16.4% |
| 10Y | +185.1% | +381.6% | -196.5% | +34.3% |
| All | +284.5% | +2,001.9% | -1,717.4% | -14.4% |
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