+251.6%
ORCL vs CBRE
+421.6%
-170.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.2% | +2.5% |
| 7D | +0.5% | +1.0% | -0.6% | +0.1% |
| 30D | -15.3% | +5.6% | -20.9% | -17.1% |
| 3M | -18.2% | -6.8% | -11.5% | -16.9% |
| 6M | -38.4% | -5.6% | -32.9% | -37.9% |
| YTD | -37.7% | -14.1% | -23.7% | -35.5% |
| 1Y | -49.3% | -9.5% | -39.8% | -48.5% |
| 3Y | +10.6% | +91.8% | -81.1% | -14.1% |
| 5Y | +35.5% | +30.3% | +5.2% | +17.2% |
| 10Y | +251.6% | +406.9% | -155.3% | +106.7% |
| All | +251.6% | +421.6% | -170.0% | +106.7% |
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