+105.1%
OSCR vs CBRE
-6.2%
+111.3%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.1% | +4.5% | +6.8% |
| 7D | +15.5% | +14.1% | +1.4% | +9.4% |
| 30D | +8.5% | +9.0% | -0.5% | +4.7% |
| 3M | +15.8% | -6.6% | +22.4% | +19.4% |
| 6M | +89.5% | +0.8% | +88.7% | +89.0% |
| YTD | +144.9% | -12.2% | +157.1% | +134.3% |
| 1Y | +105.1% | -6.8% | +111.9% | +77.0% |
| All | +105.1% | -6.2% | +111.3% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling