+42.3%
CBRE vs RJF
+106.2%
-63.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.5% |
| 30D | -3.0% | -2.0% | -0.9% | -1.8% |
| 3M | +2.6% | +16.3% | -13.7% | -5.8% |
| 6M | +2.0% | +16.9% | -14.9% | -7.0% |
| YTD | -13.1% | +10.4% | -23.6% | -18.6% |
| 1Y | -13.8% | +7.4% | -21.2% | -18.2% |
| 3Y | +63.9% | +72.2% | -8.4% | +15.8% |
| 5Y | +42.3% | +105.1% | -62.8% | -12.6% |
| All | +42.3% | +106.2% | -63.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling