+196.3%
CBRE vs OUST
-62.4%
+258.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -2.0% | +5.2% | -7.2% | -2.4% |
| 30D | -2.2% | -19.3% | +17.1% | -0.8% |
| 3M | +12.9% | -22.6% | +35.5% | +12.9% |
| 6M | +4.3% | +62.8% | -58.5% | -3.6% |
| YTD | -8.0% | +68.3% | -76.4% | -15.6% |
| 1Y | -8.6% | +28.5% | -37.1% | -15.1% |
| 3Y | +71.9% | +554.0% | -482.2% | +25.7% |
| 5Y | +50.0% | -56.2% | +106.2% | +24.6% |
| All | +196.3% | -62.4% | +258.7% | +149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling