+21.1%
COP vs CBRE
+73.2%
-52.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | +3.0% | -2.0% | +5.0% | +3.2% |
| 30D | +17.5% | -2.2% | +19.7% | +17.6% |
| 3M | +13.4% | +12.9% | +0.5% | +11.4% |
| 6M | +17.7% | +4.3% | +13.4% | +16.6% |
| YTD | +46.6% | -8.0% | +54.6% | +47.4% |
| 1Y | +44.6% | -8.6% | +53.2% | +45.3% |
| All | +21.1% | +73.2% | -52.1% | +9.7% |
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 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