+10.2%
ORCL vs CBRE
+79.1%
-68.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -11.2% | +5.2% | -16.3% | -12.7% |
| 30D | -18.8% | +6.2% | -25.1% | -20.7% |
| 3M | -18.8% | -8.1% | -10.7% | -16.9% |
| 6M | -39.7% | -6.6% | -33.1% | -38.8% |
| YTD | -39.6% | -15.7% | -23.9% | -36.9% |
| 1Y | -51.7% | -9.7% | -42.1% | -51.0% |
| 3Y | +10.2% | +80.4% | -70.2% | -3.9% |
| All | +10.2% | +79.1% | -68.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling