+80.4%
CBRE vs RGEN
+15.5%
+64.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.3% |
| 7D | +5.2% | -1.9% | +7.1% | +5.6% |
| 30D | +6.2% | +3.7% | +2.5% | +5.2% |
| 3M | -8.1% | +8.8% | -16.9% | -10.6% |
| 6M | -6.6% | +38.0% | -44.6% | -14.9% |
| YTD | -15.7% | +5.9% | -21.6% | -18.5% |
| 1Y | -9.7% | +19.7% | -29.3% | -15.1% |
| 3Y | +80.4% | +20.5% | +59.9% | +59.7% |
| All | +80.4% | +15.5% | +64.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 3y: compounded portfolio wealth divided by compounded RGEN 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…
3y analysis · Full analysis span regression · 6 months rolling