-16.8%
CBRE vs RRX
+11.1%
-27.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.0% |
| 7D | -7.2% | -3.7% | -3.5% | -6.8% |
| 30D | -6.4% | -9.3% | +2.9% | -5.4% |
| 3M | +2.9% | -21.8% | +24.7% | +4.4% |
| 6M | +2.5% | -22.0% | +24.5% | +2.8% |
| YTD | -14.2% | +11.9% | -26.1% | -18.8% |
| All | -16.8% | +11.1% | -27.9% | -22.3% |
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