+46.0%
ON vs CBRE
-14.3%
+60.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.2% |
| 7D | -1.9% | -1.7% | -0.2% | -1.9% |
| 30D | -11.0% | -3.0% | -8.1% | -11.1% |
| 3M | -39.3% | +2.6% | -42.0% | -39.2% |
| 6M | +19.8% | +2.0% | +17.8% | +19.0% |
| YTD | +31.1% | -13.1% | +44.2% | +29.5% |
| 1Y | +46.0% | -13.8% | +59.8% | +39.0% |
| All | +46.0% | -14.3% | +60.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling