+385.0%
CBRE vs RRC
+7.9%
+377.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | -4.0% | +9.4% | -13.4% | -5.2% |
| 3M | +8.0% | +7.4% | +0.6% | +6.8% |
| 6M | +4.0% | +1.5% | +2.5% | +3.3% |
| YTD | -11.5% | +19.4% | -30.9% | -14.2% |
| 1Y | -13.0% | +24.2% | -37.2% | -16.3% |
| 3Y | +66.9% | +32.8% | +34.1% | +57.4% |
| 5Y | +45.0% | +152.9% | -107.9% | +22.2% |
| 10Y | +385.0% | +3.9% | +381.2% | +286.6% |
| All | +385.0% | +7.9% | +377.1% | +286.6% |
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