-3.9%
ONON vs CBRE
+38.0%
-41.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -10.0% | -1.8% | -8.2% | -8.9% |
| 30D | -5.3% | +3.3% | -8.6% | -7.2% |
| 3M | +6.5% | -12.4% | +18.8% | +14.9% |
| 6M | -5.0% | -5.4% | +0.4% | -3.8% |
| YTD | -27.6% | -17.2% | -10.4% | -21.3% |
| 1Y | -20.7% | -13.1% | -7.6% | -16.7% |
| 3Y | +26.6% | +81.6% | -54.9% | -26.8% |
| 5Y | -9.6% | +26.4% | -36.0% | -34.8% |
| All | -3.9% | +38.0% | -41.9% | -29.8% |
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