+182.8%
CBRE vs OUST
-65.4%
+248.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +15.7% | -11.6% | +2.9% |
| 7D | +14.1% | -0.2% | +14.3% | +13.9% |
| 30D | +9.0% | -24.0% | +33.0% | +11.0% |
| 3M | -6.6% | -29.9% | +23.3% | -4.7% |
| 6M | +0.8% | +19.1% | -18.4% | -4.3% |
| YTD | -12.2% | +55.0% | -67.2% | -19.3% |
| 1Y | -6.8% | +21.2% | -28.0% | -12.7% |
| 3Y | +85.6% | +626.0% | -540.3% | +34.0% |
| 5Y | +33.9% | -51.6% | +85.5% | +10.8% |
| All | +182.8% | -65.4% | +248.2% | +138.0% |
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