-16.8%
OTIS vs CBRE
+42.7%
-59.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | -2.2% | -1.7% | -0.5% | -1.7% |
| 30D | -4.3% | -3.0% | -1.4% | -3.5% |
| 3M | -2.2% | +2.6% | -4.8% | -3.3% |
| 6M | -19.9% | +2.0% | -21.9% | -20.8% |
| YTD | -19.3% | -13.1% | -6.2% | -16.8% |
| 1Y | -19.6% | -13.8% | -5.7% | -17.0% |
| 3Y | -11.5% | +63.9% | -75.4% | -31.4% |
| 5Y | -16.8% | +42.3% | -59.1% | -34.8% |
| All | -16.8% | +42.7% | -59.5% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling