+3,199.1%
COST vs CBRE
+2,234.5%
+964.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -3.1% | -2.0% | -1.2% | -2.9% |
| 30D | -2.8% | -2.2% | -0.6% | -2.5% |
| 3M | -5.7% | +12.9% | -18.6% | -7.6% |
| 6M | -8.8% | +4.3% | -13.1% | -9.7% |
| YTD | +6.7% | -8.0% | +14.7% | +7.2% |
| 1Y | -3.6% | -8.6% | +4.9% | -3.1% |
| 3Y | +75.1% | +71.9% | +3.2% | +57.9% |
| 5Y | +108.9% | +50.0% | +58.9% | +91.1% |
| 10Y | +586.2% | +390.1% | +196.1% | +410.9% |
| All | +3,199.1% | +2,234.5% | +964.6% | +1,607.6% |
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