+386.8%
CBRE vs RY
+354.4%
+32.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -1.1% |
| 7D | -0.5% | -0.6% | 0.0% | 0.0% |
| 30D | +3.1% | +6.1% | -3.1% | -2.3% |
| 3M | -6.4% | -3.4% | -3.0% | -3.5% |
| 6M | -7.9% | +12.8% | -20.7% | -17.9% |
| YTD | -16.2% | +21.0% | -37.2% | -30.0% |
| 1Y | -11.2% | +40.5% | -51.7% | -35.5% |
| 3Y | +83.4% | +159.9% | -76.5% | -26.5% |
| 5Y | +28.4% | +125.0% | -96.5% | -41.1% |
| 10Y | +386.8% | +350.6% | +36.2% | +27.8% |
| All | +386.8% | +354.4% | +32.4% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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