+165.6%
CBRE vs OUST
-62.3%
+227.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.2% |
| 7D | -2.8% | +19.9% | -22.7% | -4.2% |
| 30D | +2.2% | +3.6% | -1.4% | +1.5% |
| 3M | -10.1% | -20.6% | +10.6% | -9.2% |
| 6M | -8.0% | +35.1% | -43.1% | -13.4% |
| YTD | -17.6% | +69.1% | -86.7% | -24.8% |
| 1Y | -14.7% | +49.9% | -64.6% | -21.6% |
| 3Y | +80.4% | +642.4% | -562.0% | +30.2% |
| 5Y | +25.9% | -48.3% | +74.2% | +3.4% |
| All | +165.6% | -62.3% | +227.9% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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