+591.8%
ON vs CBRE
+381.8%
+210.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.1% |
| 7D | -1.9% | -1.7% | -0.2% | -0.8% |
| 30D | -11.0% | -3.0% | -8.1% | -9.9% |
| 3M | -39.3% | +2.6% | -42.0% | -42.0% |
| 6M | +19.8% | +2.0% | +17.8% | +13.7% |
| YTD | +31.1% | -13.1% | +44.2% | +36.0% |
| 1Y | +46.0% | -13.8% | +59.8% | +51.7% |
| 3Y | -27.5% | +63.9% | -91.4% | -55.0% |
| 5Y | +56.9% | +42.3% | +14.6% | +7.8% |
| 10Y | +591.8% | +401.2% | +190.6% | +113.3% |
| All | +591.8% | +381.8% | +210.0% | +113.3% |
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