+3,453.4%
COR vs CBRE
+2,081.6%
+1,371.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | +2.3% | +1.0% | +1.3% | +2.2% |
| 30D | +6.8% | +5.6% | +1.1% | +5.9% |
| 3M | +8.1% | -6.8% | +14.9% | +9.0% |
| 6M | +33.0% | -5.6% | +38.6% | +33.7% |
| YTD | +3.0% | -14.1% | +17.1% | +4.4% |
| 1Y | -3.4% | -9.5% | +6.1% | -2.8% |
| 3Y | +80.1% | +91.8% | -11.6% | +60.8% |
| 5Y | +194.7% | +30.3% | +164.4% | +174.9% |
| 10Y | +512.3% | +406.9% | +105.4% | +369.7% |
| All | +3,453.4% | +2,081.6% | +1,371.7% | +1,802.4% |
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