+27.3%
CBRE vs RPRX
+86.5%
-59.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.8% | +3.3% | -5.1% | -2.9% |
| 30D | +3.3% | +17.9% | -14.6% | -2.6% |
| 3M | -12.4% | +19.2% | -31.6% | -17.7% |
| 6M | -5.4% | +31.7% | -37.1% | -14.5% |
| YTD | -17.2% | +82.5% | -99.7% | -33.9% |
| 1Y | -13.1% | +78.4% | -91.5% | -30.1% |
| 3Y | +81.6% | +177.0% | -95.4% | +18.4% |
| All | +27.3% | +86.5% | -59.2% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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