-87.0%
OPEN vs CBRE
+187.0%
-274.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.6% | -21.2% | -21.2% |
| 7D | -22.2% | +5.2% | -27.4% | -25.5% |
| 30D | -38.3% | +6.2% | -44.6% | -41.5% |
| 3M | -59.4% | -8.1% | -51.3% | -55.9% |
| 6M | -74.4% | -6.6% | -67.7% | -72.8% |
| YTD | -76.0% | -15.7% | -60.3% | -72.6% |
| 1Y | -78.7% | -9.7% | -69.0% | -77.2% |
| 3Y | -30.0% | +80.4% | -110.4% | -61.1% |
| 5Y | -93.7% | +27.0% | -120.8% | -95.8% |
| All | -87.0% | +187.0% | -274.1% | -91.5% |
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