+2,103.7%
CBRE vs RGEN
+6,540.5%
-4,436.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.3% | -1.8% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +3.1% | +0.1% | +3.0% | +2.9% |
| 3M | -6.4% | +6.6% | -13.0% | -8.5% |
| 6M | -7.9% | +40.9% | -48.8% | -16.8% |
| YTD | -16.2% | +6.2% | -22.3% | -19.1% |
| 1Y | -11.2% | +19.4% | -30.7% | -16.8% |
| 3Y | +83.4% | +17.9% | +65.5% | +64.5% |
| 5Y | +28.4% | -34.0% | +62.5% | +25.3% |
| 10Y | +386.8% | +453.9% | -67.1% | +144.7% |
| All | +2,103.7% | +6,540.5% | -4,436.8% | +354.1% |
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