-21.7%
ONON vs CBRE
+45.7%
-67.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +0.9% |
| 7D | -2.1% | -5.0% | +2.9% | +1.1% |
| 30D | -11.6% | -4.7% | -6.9% | -9.1% |
| 3M | -30.1% | +6.5% | -36.6% | -33.7% |
| 6M | -30.5% | +6.1% | -36.6% | -34.6% |
| YTD | -41.0% | -12.6% | -28.4% | -37.7% |
| 1Y | -36.7% | -15.3% | -21.4% | -31.8% |
| 3Y | -8.6% | +64.6% | -73.2% | -41.9% |
| All | -21.7% | +45.7% | -67.4% | -44.4% |
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