-13.8%
CBRE vs RRC
+23.3%
-37.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | -1.7% | -1.7% | +0.1% | -1.7% |
| 30D | -3.0% | +3.6% | -6.6% | -3.0% |
| 3M | +2.6% | +8.8% | -6.2% | +2.6% |
| 6M | +2.0% | +0.8% | +1.2% | +1.6% |
| YTD | -13.1% | +19.0% | -32.1% | -14.8% |
| 1Y | -13.8% | +22.9% | -36.7% | -12.7% |
| All | -13.8% | +23.3% | -37.1% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling