+50.7%
CBRE vs RGEN
-43.0%
+93.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -0.9% |
| 30D | -2.2% | +5.7% | -7.9% | -3.6% |
| 3M | +12.9% | +32.4% | -19.5% | +5.1% |
| 6M | +4.3% | +33.2% | -28.9% | -3.7% |
| YTD | -8.0% | +2.3% | -10.3% | -9.8% |
| 1Y | -8.6% | +39.0% | -47.6% | -16.7% |
| 3Y | +71.9% | -4.6% | +76.5% | +63.6% |
| All | +50.7% | -43.0% | +93.8% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling