+297.2%
OMC vs CBRE
+2,001.9%
-1,704.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | -1.8% | +3.6% | +2.3% |
| 30D | +12.2% | +3.3% | +8.9% | +11.3% |
| 3M | +0.6% | -12.4% | +13.0% | +3.5% |
| 6M | +21.0% | -5.4% | +26.4% | +22.3% |
| YTD | +12.4% | -17.2% | +29.6% | +16.7% |
| 1Y | +25.4% | -13.1% | +38.5% | +28.8% |
| 3Y | +29.2% | +81.6% | -52.4% | +11.8% |
| 5Y | +52.6% | +26.4% | +26.2% | +41.8% |
| 10Y | +53.6% | +381.6% | -328.0% | +7.7% |
| All | +297.2% | +2,001.9% | -1,704.7% | +75.5% |
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