+2,103.7%
CBRE vs RVTY
+828.6%
+1,275.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.8% |
| 7D | -0.5% | -2.7% | +2.1% | +1.0% |
| 30D | +3.1% | +3.2% | -0.2% | 0.0% |
| 3M | -6.4% | +37.2% | -43.5% | -25.4% |
| 6M | -7.9% | +57.7% | -65.6% | -34.0% |
| YTD | -16.2% | +64.8% | -81.0% | -42.5% |
| 1Y | -11.2% | +72.8% | -84.1% | -41.2% |
| 3Y | +83.4% | +89.8% | -6.4% | +5.7% |
| 5Y | +28.4% | -8.4% | +36.9% | +15.2% |
| 10Y | +386.8% | +219.5% | +167.3% | +44.8% |
| All | +2,103.7% | +828.6% | +1,275.1% | +179.2% |
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