+171.6%
CBRE vs OUST
-64.1%
+235.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +14.0% | -14.6% | -1.7% |
| 7D | +5.2% | +17.0% | -11.8% | +3.8% |
| 30D | +6.2% | -16.5% | +22.7% | +7.2% |
| 3M | -8.1% | -23.7% | +15.6% | -6.9% |
| 6M | -6.6% | +18.4% | -25.0% | -11.3% |
| YTD | -15.7% | +60.8% | -76.5% | -22.8% |
| 1Y | -9.7% | +44.2% | -53.9% | -16.7% |
| 3Y | +80.4% | +668.1% | -587.7% | +29.5% |
| 5Y | +27.0% | -48.8% | +75.9% | +4.7% |
| All | +171.6% | -64.1% | +235.7% | +127.7% |
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