+2,225.8%
CBRE vs RRX
+996.0%
+1,229.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.3% | -4.2% |
| 7D | -1.5% | +4.3% | -5.8% | -4.5% |
| 30D | -4.0% | -8.0% | +4.0% | +1.5% |
| 3M | +8.0% | -22.0% | +30.0% | +22.2% |
| 6M | +4.0% | -11.9% | +15.9% | +2.5% |
| YTD | -11.5% | +17.1% | -28.6% | -31.5% |
| 1Y | -13.0% | +14.9% | -27.9% | -33.4% |
| 3Y | +66.9% | +6.9% | +60.0% | +15.4% |
| 5Y | +45.0% | +19.6% | +25.5% | -15.8% |
| 10Y | +385.0% | +215.9% | +169.1% | -2.6% |
| All | +2,225.8% | +996.0% | +1,229.8% | +113.5% |
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