+1,143.2%
ORCL vs CBRE
+2,052.9%
-909.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.6% | -6.2% |
| 7D | -17.5% | +6.0% | -23.5% | -18.7% |
| 30D | -20.2% | +4.4% | -24.5% | -21.2% |
| 3M | -19.9% | -9.8% | -10.2% | -18.5% |
| 6M | -37.4% | -4.4% | -33.1% | -37.3% |
| YTD | -40.1% | -15.2% | -24.9% | -38.5% |
| 1Y | -53.4% | -9.1% | -44.2% | -52.9% |
| 3Y | +10.4% | +79.4% | -69.0% | -4.6% |
| 5Y | +29.8% | +27.8% | +2.0% | +19.5% |
| 10Y | +249.2% | +416.1% | -166.9% | +133.9% |
| All | +1,143.2% | +2,052.9% | -909.7% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling