+2,317.2%
CBRE vs RL
+1,325.0%
+992.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.9% |
| 7D | -2.0% | -0.8% | -1.2% | -1.4% |
| 30D | -2.2% | -7.8% | +5.6% | +2.7% |
| 3M | +12.9% | -4.0% | +16.9% | +14.8% |
| 6M | +4.3% | -1.9% | +6.2% | +2.4% |
| YTD | -8.0% | -0.2% | -7.9% | -11.3% |
| 1Y | -8.6% | +10.7% | -19.2% | -18.3% |
| 3Y | +71.9% | +210.8% | -138.9% | -29.6% |
| 5Y | +50.0% | +238.2% | -188.2% | -46.6% |
| 10Y | +390.1% | +313.4% | +76.7% | +15.5% |
| All | +2,317.2% | +1,325.0% | +992.1% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling