-8.6%
CBRE vs RUN
-46.2%
+37.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.0% | +1.3% | -3.2% | -2.1% |
| 30D | -2.2% | -15.3% | +13.1% | -0.9% |
| 3M | +12.9% | -40.0% | +52.9% | +17.1% |
| 6M | +4.3% | -27.0% | +31.3% | +5.4% |
| YTD | -8.0% | -51.7% | +43.6% | -3.9% |
| 1Y | -8.6% | -45.9% | +37.3% | -6.1% |
| All | -8.6% | -46.2% | +37.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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