+54.9%
OVV vs CBRE
+387.8%
-332.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.2% | -4.6% | +5.9% | +4.2% |
| 30D | -2.5% | +3.0% | -5.5% | -5.8% |
| 3M | +0.5% | -8.7% | +9.2% | +4.0% |
| 6M | +8.5% | -7.9% | +16.4% | +9.4% |
| YTD | +64.5% | -16.3% | +80.8% | +71.4% |
| 1Y | +64.7% | -13.1% | +77.8% | +66.4% |
| 3Y | +54.1% | +83.1% | -29.0% | -17.2% |
| 5Y | +95.4% | +27.7% | +67.7% | +34.2% |
| 10Y | +54.9% | +386.9% | -332.0% | -39.2% |
| All | +54.9% | +387.8% | -332.8% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling