+60.7%
COP vs CBRE
-6.2%
+66.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -4.5% |
| 7D | -8.1% | +14.1% | -22.2% | -6.1% |
| 30D | +6.7% | +9.0% | -2.4% | +8.3% |
| 3M | +16.9% | -6.6% | +23.5% | +16.3% |
| 6M | +11.2% | +0.8% | +10.4% | +11.8% |
| YTD | +49.5% | -12.2% | +61.8% | +47.5% |
| 1Y | +60.7% | -6.8% | +67.5% | +56.7% |
| All | +60.7% | -6.2% | +66.9% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling