+42.3%
CBRE vs RUN
-80.3%
+122.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.6% | +2.7% | -1.3% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | -3.0% | -10.8% | +7.9% | -1.8% |
| 3M | +2.6% | -30.2% | +32.8% | +6.2% |
| 6M | +2.0% | -22.3% | +24.3% | +3.4% |
| YTD | -13.1% | -52.2% | +39.0% | -7.9% |
| 1Y | -13.8% | -45.1% | +31.3% | -11.0% |
| 3Y | +63.9% | -37.1% | +101.0% | +43.8% |
| 5Y | +42.3% | -80.3% | +122.6% | +37.4% |
| All | +42.3% | -80.3% | +122.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling