+53.3%
COP vs CBRE
-14.3%
+67.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.7% |
| 30D | +11.7% | -3.0% | +14.7% | +11.3% |
| 3M | +17.7% | +2.6% | +15.1% | +18.1% |
| 6M | +18.3% | +2.0% | +16.3% | +18.3% |
| YTD | +49.1% | -13.1% | +62.2% | +46.8% |
| 1Y | +53.3% | -13.8% | +67.1% | +48.2% |
| All | +53.3% | -14.3% | +67.7% | +48.2% |
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 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