+51.7%
OMC vs CBRE
+384.3%
-332.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.6% | -4.6% | +6.2% | +3.7% |
| 30D | +15.3% | +3.0% | +12.4% | +13.6% |
| 3M | +4.5% | -8.7% | +13.2% | +8.3% |
| 6M | +20.8% | -7.9% | +28.7% | +24.3% |
| YTD | +13.5% | -16.3% | +29.8% | +21.0% |
| 1Y | +25.2% | -13.1% | +38.4% | +31.1% |
| 3Y | +30.5% | +83.1% | -52.7% | -4.8% |
| 5Y | +52.7% | +27.7% | +24.9% | +28.2% |
| All | +51.7% | +384.3% | -332.5% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling