+169.7%
CBRE vs OUST
-60.6%
+230.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -4.6% | +14.0% | -18.6% | -5.7% |
| 30D | +3.0% | +2.5% | +0.4% | +2.3% |
| 3M | -8.7% | -15.3% | +6.6% | -8.3% |
| 6M | -7.9% | +42.6% | -50.5% | -13.7% |
| YTD | -16.3% | +76.6% | -92.9% | -23.9% |
| 1Y | -13.1% | +54.1% | -67.2% | -20.3% |
| 3Y | +83.1% | +675.3% | -592.1% | +31.8% |
| 5Y | +27.7% | -45.1% | +72.8% | +4.6% |
| All | +169.7% | -60.6% | +230.3% | +124.5% |
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