+392.5%
CBRE vs RRX
+228.4%
+164.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.2% |
| 7D | -5.0% | -0.3% | -4.6% | -4.8% |
| 30D | -4.7% | -6.1% | +1.5% | -2.2% |
| 3M | +6.5% | -23.1% | +29.6% | +16.5% |
| 6M | +6.1% | -19.5% | +25.6% | +10.6% |
| YTD | -12.6% | +16.1% | -28.7% | -25.4% |
| 1Y | -15.3% | +12.9% | -28.2% | -27.7% |
| 3Y | +64.6% | +7.9% | +56.7% | +32.7% |
| 5Y | +45.0% | +19.1% | +25.9% | +5.9% |
| All | +392.5% | +228.4% | +164.1% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling