+335.4%
COP vs CBRE
+390.7%
-55.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +2.2% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | +15.6% | -4.0% | +19.6% | +17.0% |
| 3M | +14.3% | +8.0% | +6.3% | +9.0% |
| 6M | +17.0% | +4.0% | +13.0% | +12.3% |
| YTD | +47.4% | -11.5% | +59.0% | +50.4% |
| 1Y | +52.4% | -13.0% | +65.4% | +56.0% |
| 3Y | +20.8% | +66.9% | -46.1% | -15.3% |
| 5Y | +191.7% | +45.0% | +146.6% | +111.4% |
| All | +335.4% | +390.7% | -55.3% | +69.2% |
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 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