+85.0%
COR vs CBRE
+82.7%
+2.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.5% | +2.9% |
| 7D | +7.8% | -1.8% | +9.6% | +7.9% |
| 30D | +7.0% | +3.3% | +3.7% | +6.9% |
| 3M | +16.3% | -12.4% | +28.6% | +16.5% |
| 6M | +41.3% | -5.4% | +46.6% | +41.3% |
| YTD | +7.1% | -17.2% | +24.3% | +7.0% |
| 1Y | -0.8% | -13.1% | +12.3% | -0.9% |
| 3Y | +85.0% | +81.6% | +3.4% | +104.8% |
| All | +85.0% | +82.7% | +2.3% | +104.8% |
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