+868.8%
COP vs CBRE
+2,081.6%
-1,212.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -1.8% |
| 7D | -8.4% | +1.0% | -9.5% | -8.8% |
| 30D | +0.3% | +5.6% | -5.4% | -1.6% |
| 3M | +15.1% | -6.8% | +21.9% | +16.2% |
| 6M | +19.8% | -5.6% | +25.3% | +19.9% |
| YTD | +46.8% | -14.1% | +60.9% | +49.0% |
| 1Y | +59.7% | -9.5% | +69.2% | +59.8% |
| 3Y | +28.7% | +91.8% | -63.1% | +4.1% |
| 5Y | +110.7% | +30.3% | +80.4% | +85.2% |
| 10Y | +298.3% | +406.9% | -108.6% | +152.6% |
| All | +868.8% | +2,081.6% | -1,212.8% | +249.0% |
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