-8.6%
CBRE vs RRX
+14.9%
-23.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -2.0% | +3.4% | -5.4% | -2.3% |
| 30D | -2.2% | -11.1% | +8.9% | -0.9% |
| 3M | +12.9% | -23.7% | +36.6% | +15.4% |
| 6M | +4.3% | -22.0% | +26.3% | +5.0% |
| YTD | -8.0% | +16.5% | -24.5% | -13.5% |
| 1Y | -8.6% | +11.5% | -20.1% | -14.6% |
| All | -8.6% | +14.9% | -23.4% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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