+289.1%
CBRE vs RUN
-31.9%
+321.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.0% | +1.3% | -3.2% | -2.2% |
| 30D | -2.2% | -15.3% | +13.1% | -0.3% |
| 3M | +12.9% | -40.0% | +52.9% | +19.4% |
| 6M | +4.3% | -27.0% | +31.3% | +6.8% |
| YTD | -8.0% | -51.7% | +43.6% | -2.1% |
| 1Y | -8.6% | -45.9% | +37.3% | -5.2% |
| 3Y | +71.9% | -43.8% | +115.6% | +53.7% |
| 5Y | +50.0% | -80.5% | +130.5% | +45.1% |
| 10Y | +390.1% | +45.3% | +344.8% | +220.7% |
| All | +289.1% | -31.9% | +321.0% | +158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling