-23.3%
ONON vs CBRE
+43.1%
-66.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.8% |
| 7D | -5.3% | -7.2% | +1.9% | -0.8% |
| 30D | -13.1% | -6.4% | -6.7% | -9.6% |
| 3M | -29.3% | +2.9% | -32.3% | -31.6% |
| 6M | -34.5% | +2.5% | -37.1% | -37.0% |
| YTD | -42.2% | -14.2% | -28.1% | -38.2% |
| 1Y | -37.3% | -15.1% | -22.2% | -32.7% |
| 3Y | -9.3% | +61.9% | -71.1% | -41.7% |
| All | -23.3% | +43.1% | -66.3% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling