+867.3%
COP vs CBRE
+2,234.5%
-1,367.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.0% | -2.0% | +5.0% | +3.4% |
| 30D | +17.5% | -2.2% | +19.7% | +17.8% |
| 3M | +13.4% | +12.9% | +0.5% | +9.2% |
| 6M | +17.7% | +4.3% | +13.4% | +15.2% |
| YTD | +46.6% | -8.0% | +54.6% | +47.1% |
| 1Y | +44.6% | -8.6% | +53.2% | +45.0% |
| 3Y | +20.7% | +71.9% | -51.2% | +0.9% |
| 5Y | +185.0% | +50.0% | +135.0% | +142.9% |
| 10Y | +347.0% | +390.1% | -43.1% | +185.9% |
| All | +867.3% | +2,234.5% | -1,367.1% | +244.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling