+1,254.3%
ON vs CBRE
+2,028.3%
-774.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.2% | +1.6% |
| 7D | -4.1% | -0.5% | -3.6% | -3.8% |
| 30D | -10.2% | +3.1% | -13.3% | -11.4% |
| 3M | -12.7% | -6.4% | -6.4% | -11.2% |
| 6M | -32.5% | -7.9% | -24.7% | -31.8% |
| YTD | +28.6% | -16.2% | +44.7% | +33.0% |
| 1Y | +43.4% | -11.2% | +54.6% | +45.3% |
| 3Y | +3.3% | +83.4% | -80.1% | -19.7% |
| 5Y | +22.5% | +28.4% | -5.9% | +9.0% |
| 10Y | +535.7% | +386.8% | +148.9% | +273.7% |
| All | +1,254.3% | +2,028.3% | -774.0% | +182.6% |
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