+2,317.2%
CBRE vs RVTY
+659.7%
+1,657.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.8% |
| 30D | -2.2% | +13.2% | -15.4% | -10.1% |
| 3M | +12.9% | +27.2% | -14.3% | -4.8% |
| 6M | +4.3% | +32.4% | -28.1% | -15.7% |
| YTD | -8.0% | +34.9% | -42.9% | -26.8% |
| 1Y | -8.6% | +52.4% | -60.9% | -33.7% |
| 3Y | +71.9% | +12.3% | +59.6% | +41.3% |
| 5Y | +50.0% | -30.8% | +80.8% | +64.9% |
| 10Y | +390.1% | +150.7% | +239.4% | +74.8% |
| All | +2,317.2% | +659.7% | +1,657.5% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling