+401.2%
CBRE vs RVTY
+134.6%
+266.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.7% |
| 7D | -1.7% | -5.4% | +3.7% | +0.8% |
| 30D | -3.0% | +6.7% | -9.7% | -5.9% |
| 3M | +2.6% | +19.0% | -16.4% | -5.7% |
| 6M | +2.0% | +34.6% | -32.6% | -12.2% |
| YTD | -13.1% | +28.3% | -41.4% | -23.6% |
| 1Y | -13.8% | +46.0% | -59.9% | -29.0% |
| 3Y | +63.9% | +16.9% | +47.0% | +42.9% |
| 5Y | +42.3% | -32.9% | +75.2% | +58.4% |
| 10Y | +401.2% | +141.6% | +259.6% | +152.7% |
| All | +401.2% | +134.6% | +266.6% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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