-5.4%
CBRE vs RRX
-16.4%
+11.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -1.8% | +4.3% | -6.1% | -1.9% |
| 30D | +3.3% | +12.3% | -9.0% | +3.1% |
| 3M | -12.4% | +3.7% | -16.0% | -12.6% |
| 6M | -5.4% | -13.9% | +8.6% | -7.9% |
| All | -5.4% | -16.4% | +11.0% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling