+383.7%
CBRE vs RJF
+429.5%
-45.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.5% |
| 7D | -7.2% | -4.2% | -3.0% | -4.8% |
| 30D | -6.4% | -3.6% | -2.8% | -4.4% |
| 3M | +2.9% | +15.6% | -12.7% | -5.8% |
| 6M | +2.5% | +17.6% | -15.1% | -7.5% |
| YTD | -14.2% | +9.2% | -23.4% | -19.4% |
| 1Y | -15.1% | +5.5% | -20.7% | -18.9% |
| 3Y | +61.9% | +70.3% | -8.4% | +13.2% |
| 5Y | +42.4% | +106.0% | -63.6% | -14.0% |
| All | +383.7% | +429.5% | -45.8% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling