+406.9%
CBRE vs RRC
+63.1%
+343.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +1.0% | -10.3% | +11.4% | +2.5% |
| 30D | +5.6% | +19.5% | -13.8% | +2.7% |
| 3M | -6.8% | +27.9% | -34.7% | -10.3% |
| 6M | -5.6% | +21.2% | -26.7% | -8.7% |
| YTD | -14.1% | +39.6% | -53.6% | -18.8% |
| 1Y | -9.5% | +31.3% | -40.8% | -13.8% |
| 3Y | +91.8% | +51.9% | +39.8% | +76.9% |
| 5Y | +30.3% | +110.2% | -79.8% | +12.0% |
| 10Y | +406.9% | +56.7% | +350.2% | +279.9% |
| All | +406.9% | +63.1% | +343.8% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling