+104.4%
COST vs CBRE
+42.7%
+61.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | -2.8% | -1.7% | -1.1% | -2.4% |
| 30D | -5.3% | -3.0% | -2.3% | -4.7% |
| 3M | -6.7% | +2.6% | -9.3% | -7.6% |
| 6M | -9.9% | +2.0% | -11.9% | -11.0% |
| YTD | +5.1% | -13.1% | +18.3% | +7.5% |
| 1Y | -7.3% | -13.8% | +6.5% | -5.1% |
| 3Y | +70.4% | +63.9% | +6.5% | +39.1% |
| 5Y | +104.4% | +42.3% | +62.1% | +72.8% |
| All | +104.4% | +42.7% | +61.7% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling