+1,347.1%
ON vs CBRE
+2,234.5%
-887.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +2.4% | -2.0% | +4.4% | +3.1% |
| 30D | -3.3% | -2.2% | -1.1% | -2.9% |
| 3M | -43.6% | +12.9% | -56.5% | -46.7% |
| 6M | +19.0% | +4.3% | +14.6% | +15.2% |
| YTD | +37.4% | -8.0% | +45.4% | +37.9% |
| 1Y | +54.8% | -8.6% | +63.3% | +55.4% |
| 3Y | -25.2% | +71.9% | -97.0% | -40.5% |
| 5Y | +62.7% | +50.0% | +12.7% | +37.3% |
| 10Y | +574.3% | +390.1% | +184.3% | +293.9% |
| All | +1,347.1% | +2,234.5% | -887.4% | +192.9% |
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