-20.9%
OTIS vs CBRE
-15.0%
-5.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.8% |
| 7D | -5.0% | -7.2% | +2.2% | -3.8% |
| 30D | -6.5% | -6.4% | -0.1% | -5.4% |
| 3M | -2.0% | +2.9% | -4.9% | -2.3% |
| 6M | -20.2% | +2.5% | -22.7% | -20.4% |
| YTD | -21.0% | -14.2% | -6.8% | -20.4% |
| 1Y | -20.9% | -15.1% | -5.7% | -19.6% |
| All | -20.9% | -15.0% | -5.9% | -19.6% |
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