+80.4%
CBRE vs RL
+240.1%
-159.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.2% |
| 7D | +5.2% | -4.2% | +9.3% | +6.7% |
| 30D | +6.2% | +4.3% | +2.0% | +4.9% |
| 3M | -8.1% | -4.6% | -3.5% | -6.8% |
| 6M | -6.6% | +1.7% | -8.4% | -7.8% |
| YTD | -15.7% | +7.3% | -23.1% | -18.7% |
| 1Y | -9.7% | +20.8% | -30.5% | -16.3% |
| 3Y | +80.4% | +247.0% | -166.6% | +9.7% |
| All | +80.4% | +240.1% | -159.7% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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