+162.0%
OXY vs CBRE
+39.8%
+122.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.9% | -7.2% | +8.1% | +2.5% |
| 30D | +3.6% | -6.4% | +10.0% | +4.8% |
| 3M | +7.1% | +2.9% | +4.2% | +5.5% |
| 6M | +15.7% | +2.5% | +13.1% | +13.2% |
| YTD | +50.1% | -14.2% | +64.3% | +53.3% |
| 1Y | +34.1% | -15.1% | +49.2% | +37.1% |
| 3Y | -1.5% | +61.9% | -63.4% | -20.3% |
| 5Y | +162.0% | +42.4% | +119.6% | +102.8% |
| All | +162.0% | +39.8% | +122.2% | +102.8% |
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