+565.2%
KO vs CBRE
+2,146.2%
-1,581.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.8% |
| 7D | +0.4% | -1.5% | +1.9% | +0.6% |
| 30D | +1.5% | -4.0% | +5.5% | +2.0% |
| 3M | +11.8% | +8.0% | +3.8% | +10.6% |
| 6M | +16.2% | +4.0% | +12.3% | +15.4% |
| YTD | +28.1% | -11.5% | +39.6% | +29.2% |
| 1Y | +34.8% | -13.0% | +47.8% | +36.2% |
| 3Y | +65.5% | +66.9% | -1.4% | +52.5% |
| 5Y | +81.6% | +45.0% | +36.5% | +68.9% |
| 10Y | +176.7% | +385.0% | -208.3% | +119.9% |
| All | +565.2% | +2,146.2% | -1,581.1% | +240.4% |
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