+5.4%
OTIS vs CBRE
-9.3%
+14.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | -3.0% | -2.8% | -0.2% | -2.3% |
| 30D | +14.0% | +2.2% | +11.8% | +13.1% |
| 3M | +4.9% | -10.1% | +15.0% | +7.3% |
| 6M | +5.4% | -8.0% | +13.4% | +7.4% |
| All | +5.4% | -9.3% | +14.7% | +7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling