+366.6%
CBRE vs RVTY
+211.6%
+155.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -1.8% | -0.5% | -1.3% | -1.6% |
| 30D | +3.3% | +1.5% | +1.8% | +2.1% |
| 3M | -12.4% | +31.5% | -43.8% | -23.2% |
| 6M | -5.4% | +62.7% | -68.0% | -25.3% |
| YTD | -17.2% | +60.0% | -77.2% | -34.6% |
| 1Y | -13.1% | +65.7% | -78.8% | -32.5% |
| 3Y | +81.6% | +85.2% | -3.6% | +28.5% |
| 5Y | +26.4% | -14.9% | +41.3% | +25.6% |
| All | +366.6% | +211.6% | +155.0% | +121.4% |
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