+42.3%
CBRE vs RNG
-70.2%
+112.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -1.7% | -4.1% | +2.4% | -0.9% |
| 30D | -3.0% | +8.6% | -11.6% | -4.5% |
| 3M | +2.6% | +78.0% | -75.3% | -8.5% |
| 6M | +2.0% | +67.0% | -65.0% | -9.1% |
| YTD | -13.1% | +142.4% | -155.6% | -29.4% |
| 1Y | -13.8% | +120.4% | -134.3% | -28.9% |
| 3Y | +63.9% | +122.1% | -58.3% | +30.4% |
| 5Y | +42.3% | -69.8% | +112.2% | +37.4% |
| All | +42.3% | -70.2% | +112.5% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling