+5,696.8%
ORLY vs CBRE
+2,146.2%
+3,550.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.6% |
| 7D | -2.3% | -1.5% | -0.8% | -2.1% |
| 30D | -8.2% | -4.0% | -4.2% | -7.5% |
| 3M | -3.5% | +8.0% | -11.5% | -5.1% |
| 6M | -9.2% | +4.0% | -13.2% | -10.2% |
| YTD | -5.8% | -11.5% | +5.7% | -4.4% |
| 1Y | -19.3% | -13.0% | -6.3% | -17.9% |
| 3Y | +34.4% | +66.9% | -32.5% | +19.1% |
| 5Y | +117.8% | +45.0% | +72.8% | +95.8% |
| 10Y | +356.9% | +385.0% | -28.1% | +219.8% |
| All | +5,696.8% | +2,146.2% | +3,550.6% | +2,635.8% |
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