+366.6%
CBRE vs RUN
+68.6%
+298.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -1.8% | -13.5% | +11.8% | +0.1% |
| 30D | +3.3% | +18.3% | -15.0% | +0.6% |
| 3M | -12.4% | -12.5% | +0.1% | -11.3% |
| 6M | -5.4% | -40.3% | +35.0% | -0.1% |
| YTD | -17.2% | -53.1% | +35.9% | -11.6% |
| 1Y | -13.1% | -54.3% | +41.2% | -7.2% |
| 3Y | +81.6% | -6.5% | +88.1% | +47.4% |
| 5Y | +26.4% | -85.3% | +111.7% | +28.2% |
| All | +366.6% | +68.6% | +298.0% | +144.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling