-6.8%
CBRE vs RRX
+30.0%
-36.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.6% | +7.8% | +4.5% |
| 7D | +14.1% | +7.6% | +6.4% | +13.0% |
| 30D | +9.0% | +7.5% | +1.5% | +8.0% |
| 3M | -6.6% | -21.0% | +14.4% | -4.4% |
| 6M | +0.8% | -18.1% | +18.8% | +1.2% |
| YTD | -12.2% | +24.3% | -36.5% | -19.7% |
| 1Y | -6.8% | +29.3% | -36.1% | -16.1% |
| All | -6.8% | +30.0% | -36.8% | -16.1% |
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