+2,076.3%
CBRE vs RRX
+1,083.5%
+992.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.0% |
| 7D | -1.8% | +4.3% | -6.1% | -4.9% |
| 30D | +3.3% | +12.3% | -9.0% | -6.9% |
| 3M | -12.4% | +3.7% | -16.0% | -17.2% |
| 6M | -5.4% | -13.9% | +8.6% | -3.8% |
| YTD | -17.2% | +26.5% | -43.7% | -41.0% |
| 1Y | -13.1% | +29.3% | -42.4% | -39.6% |
| 3Y | +81.6% | +65.6% | +16.0% | -12.3% |
| 5Y | +26.4% | +10.6% | +15.8% | -21.6% |
| 10Y | +381.6% | +202.9% | +178.7% | +1.1% |
| All | +2,076.3% | +1,083.5% | +992.9% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling