+5.9%
OXY vs CBRE
+398.3%
-392.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | +1.4% | -7.2% | +8.6% | +5.5% |
| 30D | +4.0% | -6.4% | +10.5% | +7.2% |
| 3M | +7.6% | +2.9% | +4.7% | +3.9% |
| 6M | +16.2% | +2.5% | +13.7% | +10.4% |
| YTD | +50.8% | -14.2% | +65.0% | +56.2% |
| 1Y | +34.7% | -15.1% | +49.8% | +39.7% |
| 3Y | -1.0% | +61.9% | -62.9% | -36.9% |
| 5Y | +163.2% | +42.4% | +120.8% | +73.1% |
| All | +5.9% | +398.3% | -392.4% | -60.2% |
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