+329.9%
COP vs CBRE
+376.9%
-47.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +3.4% | -2.8% | +6.2% | +4.6% |
| 30D | -0.6% | +2.2% | -2.8% | -2.4% |
| 3M | +10.8% | -10.1% | +20.8% | +14.3% |
| 6M | +19.6% | -8.0% | +27.6% | +20.8% |
| YTD | +52.9% | -17.6% | +70.5% | +59.2% |
| 1Y | +62.2% | -14.7% | +76.9% | +65.7% |
| 3Y | +32.4% | +80.4% | -48.0% | -12.6% |
| 5Y | +129.7% | +25.9% | +103.9% | +77.4% |
| All | +329.9% | +376.9% | -47.0% | +70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling