+467.9%
CBRE vs RNG
+343.0%
+124.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | -2.8% | +2.3% | -5.1% | -3.2% |
| 30D | +2.2% | -3.4% | +5.6% | +2.6% |
| 3M | -10.1% | +20.9% | -31.0% | -13.5% |
| 6M | -8.0% | +82.2% | -90.2% | -18.8% |
| YTD | -17.6% | +164.6% | -182.2% | -33.7% |
| 1Y | -14.7% | +177.0% | -191.7% | -32.1% |
| 3Y | +80.4% | +177.4% | -97.1% | +39.2% |
| 5Y | +25.9% | -72.3% | +98.2% | +34.0% |
| 10Y | +379.5% | +238.9% | +140.6% | +166.7% |
| All | +467.9% | +343.0% | +124.8% | +202.3% |
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