+420.1%
CORZ vs CBRE
+68.9%
+351.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | +8.4% | -2.0% | +10.3% | +9.3% |
| 30D | -17.8% | -2.2% | -15.6% | -17.2% |
| 3M | -35.9% | +12.9% | -48.8% | -40.2% |
| 6M | +12.9% | +4.3% | +8.6% | +9.3% |
| YTD | +22.9% | -8.0% | +30.9% | +25.7% |
| 1Y | +31.4% | -8.6% | +39.9% | +33.7% |
| All | +420.1% | +68.9% | +351.2% | +328.4% |
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