+29.7%
OMC vs CBRE
+42.7%
-13.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.7% |
| 7D | -4.2% | -1.7% | -2.6% | -3.5% |
| 30D | -7.5% | -3.0% | -4.5% | -6.3% |
| 3M | +4.6% | +2.6% | +2.0% | +3.3% |
| 6M | -4.8% | +2.0% | -6.8% | -6.1% |
| YTD | -1.0% | -13.1% | +12.1% | +4.1% |
| 1Y | +3.8% | -13.8% | +17.7% | +9.4% |
| 3Y | +10.2% | +63.9% | -53.7% | -15.2% |
| 5Y | +29.7% | +42.3% | -12.6% | +3.1% |
| All | +29.7% | +42.7% | -13.0% | +3.1% |
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