+830.2%
COHR vs CBRE
+64.1%
+766.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.3% | +3.4% |
| 7D | +8.3% | -5.0% | +13.3% | +10.6% |
| 30D | -14.1% | -4.7% | -9.5% | -13.2% |
| 3M | -16.0% | +6.5% | -22.5% | -20.9% |
| 6M | +21.5% | +6.1% | +15.4% | +13.7% |
| YTD | +65.4% | -12.6% | +78.1% | +71.3% |
| 1Y | +195.0% | -15.3% | +210.3% | +210.8% |
| 3Y | +830.2% | +64.6% | +765.5% | +531.2% |
| All | +830.2% | +64.1% | +766.0% | +531.2% |
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