+2,317.2%
CBRE vs RGEN
+6,296.9%
-3,979.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | +12.9% | +32.4% | -19.5% | +4.5% |
| 6M | +4.3% | +33.2% | -28.9% | -4.3% |
| YTD | -8.0% | +2.3% | -10.3% | -9.9% |
| 1Y | -8.6% | +39.0% | -47.6% | -17.5% |
| 3Y | +71.9% | -4.6% | +76.5% | +62.2% |
| 5Y | +50.0% | -42.7% | +92.7% | +51.6% |
| 10Y | +390.1% | +433.6% | -43.5% | +149.2% |
| All | +2,317.2% | +6,296.9% | -3,979.8% | +405.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling