+277.8%
ORCL vs CBRE
+387.8%
-110.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +3.8% | -4.6% | +8.4% | +5.5% |
| 30D | -6.6% | +3.0% | -9.5% | -7.8% |
| 3M | -11.4% | -8.7% | -2.7% | -9.2% |
| 6M | -33.3% | -7.9% | -25.4% | -32.2% |
| YTD | -33.3% | -16.3% | -17.0% | -30.3% |
| 1Y | -44.9% | -13.1% | -31.8% | -43.3% |
| 3Y | +17.6% | +83.1% | -65.5% | -7.2% |
| 5Y | +46.1% | +27.7% | +18.3% | +27.2% |
| 10Y | +277.8% | +386.9% | -109.1% | +124.5% |
| All | +277.8% | +387.8% | -110.0% | +124.5% |
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 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