+13.8%
ORCL vs CBRE
+82.7%
-69.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | -1.8% | +9.7% | +8.6% |
| 30D | -4.0% | +3.3% | -7.3% | -5.3% |
| 3M | -19.5% | -12.4% | -7.1% | -16.3% |
| 6M | -33.5% | -5.4% | -28.1% | -32.9% |
| YTD | -34.8% | -17.2% | -17.6% | -31.5% |
| 1Y | -41.6% | -13.1% | -28.5% | -39.9% |
| 3Y | +13.8% | +81.6% | -67.8% | -4.1% |
| All | +13.8% | +82.7% | -69.0% | -4.1% |
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