+137.0%
OKE vs CBRE
+43.6%
+93.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.4% |
| 7D | +1.2% | -5.0% | +6.2% | +2.8% |
| 30D | +4.5% | -4.7% | +9.2% | +5.7% |
| 3M | +9.6% | +6.5% | +3.1% | +6.5% |
| 6M | +15.4% | +6.1% | +9.3% | +11.4% |
| YTD | +36.5% | -12.6% | +49.1% | +39.5% |
| 1Y | +39.0% | -15.3% | +54.3% | +43.5% |
| 3Y | +74.3% | +64.6% | +9.7% | +32.7% |
| All | +137.0% | +43.6% | +93.5% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 5y: compounded portfolio wealth divided by compounded CBRE 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…
5y analysis · Full analysis span regression · 6 months rolling