+177.9%
KO vs CBRE
+398.3%
-220.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.1% | -7.2% | +6.1% | +0.5% |
| 30D | +1.6% | -6.4% | +8.0% | +2.9% |
| 3M | +5.8% | +2.9% | +2.8% | +4.9% |
| 6M | +14.3% | +2.5% | +11.8% | +13.1% |
| YTD | +27.3% | -14.2% | +41.5% | +30.1% |
| 1Y | +33.2% | -15.1% | +48.3% | +36.2% |
| 3Y | +64.5% | +61.9% | +2.6% | +40.2% |
| 5Y | +83.1% | +42.4% | +40.7% | +58.3% |
| All | +177.9% | +398.3% | -220.5% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling