+533.5%
CBRE vs RNG
+327.7%
+205.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.1% |
| 7D | -2.0% | +5.8% | -7.7% | -3.0% |
| 30D | -2.2% | +19.6% | -21.8% | -5.4% |
| 3M | +12.9% | +67.0% | -54.1% | +2.0% |
| 6M | +4.3% | +88.4% | -84.1% | -8.8% |
| YTD | -8.0% | +155.5% | -163.5% | -25.3% |
| 1Y | -8.6% | +141.7% | -150.2% | -25.3% |
| 3Y | +71.9% | +131.1% | -59.2% | +37.3% |
| 5Y | +50.0% | -70.6% | +120.6% | +57.7% |
| 10Y | +390.1% | +228.2% | +161.8% | +174.9% |
| All | +533.5% | +327.7% | +205.7% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling