-4.5%
OWL vs CBRE
+45.8%
-50.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -1.9% |
| 7D | -3.9% | -1.5% | -2.4% | -3.0% |
| 30D | -3.7% | -4.0% | +0.3% | -1.1% |
| 3M | +21.4% | +8.0% | +13.4% | +14.3% |
| 6M | +18.3% | +4.0% | +14.4% | +13.9% |
| YTD | -20.1% | -11.5% | -8.6% | -14.7% |
| 1Y | -32.8% | -13.0% | -19.8% | -27.4% |
| 3Y | +8.6% | +66.9% | -58.3% | -29.3% |
| 5Y | -4.5% | +45.0% | -49.5% | -35.2% |
| All | -4.5% | +45.8% | -50.2% | -35.2% |
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 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