+72.2%
CBRE vs RVTY
+12.6%
+59.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | -2.2% | +13.2% | -15.4% | -6.5% |
| 3M | +12.9% | +27.2% | -14.3% | +3.2% |
| 6M | +4.3% | +32.4% | -28.1% | -6.7% |
| YTD | -8.0% | +34.9% | -42.9% | -18.2% |
| 1Y | -8.6% | +52.4% | -60.9% | -22.3% |
| All | +72.2% | +12.6% | +59.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling