+66.9%
CBRE vs RNG
+120.7%
-53.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.4% | +0.6% | -3.0% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | -4.0% | +11.4% | -15.4% | -5.8% |
| 3M | +8.0% | +72.1% | -64.1% | -2.2% |
| 6M | +4.0% | +67.9% | -64.0% | -6.5% |
| YTD | -11.5% | +144.3% | -155.9% | -27.4% |
| 1Y | -13.0% | +117.5% | -130.5% | -27.0% |
| 3Y | +66.9% | +123.9% | -57.0% | +32.2% |
| All | +66.9% | +120.7% | -53.8% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling