+366.6%
CBRE vs RNG
+234.5%
+132.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.8% | +4.6% | -6.4% | -2.5% |
| 30D | +3.3% | +0.4% | +2.9% | +3.0% |
| 3M | -12.4% | +11.4% | -23.8% | -14.3% |
| 6M | -5.4% | +95.7% | -101.0% | -17.0% |
| YTD | -17.2% | +162.9% | -180.1% | -32.7% |
| 1Y | -13.1% | +180.3% | -193.3% | -30.2% |
| 3Y | +81.6% | +188.3% | -106.8% | +41.0% |
| 5Y | +26.4% | -72.5% | +98.9% | +30.5% |
| All | +366.6% | +234.5% | +132.1% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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