+361.0%
ORLY vs CBRE
+407.4%
-46.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.5% | -0.1% |
| 7D | -2.4% | -5.0% | +2.6% | -1.0% |
| 30D | -6.8% | -4.7% | -2.1% | -5.7% |
| 3M | -4.8% | +6.5% | -11.3% | -6.6% |
| 6M | -9.1% | +6.1% | -15.1% | -10.9% |
| YTD | -5.9% | -12.6% | +6.7% | -3.7% |
| 1Y | -20.4% | -15.3% | -5.1% | -18.0% |
| 3Y | +36.6% | +64.6% | -28.0% | +13.5% |
| 5Y | +117.3% | +45.0% | +72.3% | +84.0% |
| All | +361.0% | +407.4% | -46.4% | +161.5% |
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