+292.0%
OMC vs CBRE
+1,992.7%
-1,700.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -0.3% | -2.8% | +2.5% | +0.4% |
| 30D | +10.6% | +2.2% | +8.4% | +10.0% |
| 3M | +2.6% | -10.1% | +12.7% | +5.0% |
| 6M | +16.6% | -8.0% | +24.6% | +18.6% |
| YTD | +10.9% | -17.6% | +28.5% | +15.3% |
| 1Y | +22.1% | -14.7% | +36.8% | +25.9% |
| 3Y | +27.5% | +80.4% | -52.9% | +10.5% |
| 5Y | +50.6% | +25.9% | +24.7% | +40.1% |
| 10Y | +51.7% | +379.5% | -327.9% | +6.4% |
| All | +292.0% | +1,992.7% | -1,700.7% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling