+74.2%
OTIS vs CBRE
+323.9%
-249.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.7% | -2.0% | +1.2% | -0.2% |
| 30D | -2.0% | -2.2% | +0.2% | -1.5% |
| 3M | +2.6% | +12.9% | -10.3% | -1.4% |
| 6M | -20.9% | +4.3% | -25.2% | -22.3% |
| YTD | -17.1% | -8.0% | -9.1% | -16.1% |
| 1Y | -15.9% | -8.6% | -7.3% | -14.9% |
| 3Y | -12.7% | +71.9% | -84.6% | -30.1% |
| 5Y | -15.7% | +50.0% | -65.7% | -31.0% |
| All | +74.2% | +323.9% | -249.6% | +5.5% |
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