+66.9%
CBRE vs RJF
+76.7%
-9.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.3% |
| 7D | -1.5% | +1.8% | -3.3% | -2.4% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | +8.0% | +18.0% | -10.0% | -1.2% |
| 6M | +4.0% | +17.0% | -13.0% | -4.9% |
| YTD | -11.5% | +11.1% | -22.6% | -17.2% |
| 1Y | -13.0% | +8.0% | -21.0% | -17.5% |
| 3Y | +66.9% | +73.3% | -6.4% | +15.7% |
| All | +66.9% | +76.7% | -9.8% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling