-8.7%
OSCR vs CBRE
+79.3%
-88.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -2.6% |
| 7D | +4.7% | -1.7% | +6.4% | +5.8% |
| 30D | +14.8% | -3.0% | +17.7% | +17.0% |
| 3M | +16.7% | +2.6% | +14.0% | +14.3% |
| 6M | +127.5% | +2.0% | +125.5% | +123.4% |
| YTD | +121.0% | -13.1% | +134.1% | +135.7% |
| 1Y | +58.4% | -13.8% | +72.2% | +69.6% |
| 3Y | +392.4% | +63.9% | +328.5% | +214.9% |
| 5Y | +80.5% | +42.3% | +38.1% | +22.7% |
| All | -8.7% | +79.3% | -88.0% | -41.0% |
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 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