+32.7%
ORCL vs CBRE
+72.5%
-39.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +5.3% | -2.0% | +7.2% | +5.9% |
| 30D | +10.0% | -2.2% | +12.2% | +10.6% |
| 3M | -32.6% | +12.9% | -45.5% | -35.5% |
| 6M | +4.9% | +4.3% | +0.6% | +3.0% |
| YTD | -17.8% | -8.0% | -9.7% | -16.2% |
| 1Y | -28.0% | -8.6% | -19.4% | -26.8% |
| All | +32.7% | +72.5% | -39.8% | +8.0% |
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