-13.1%
CBRE vs RY
+41.1%
-54.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.6% |
| 7D | -4.6% | -3.0% | -1.6% | -2.5% |
| 30D | +3.0% | +6.3% | -3.3% | -1.1% |
| 3M | -8.7% | -2.6% | -6.1% | -7.3% |
| 6M | -7.9% | +13.9% | -21.8% | -17.4% |
| YTD | -16.3% | +21.7% | -38.0% | -28.1% |
| 1Y | -13.1% | +40.4% | -53.6% | -31.6% |
| All | -13.1% | +41.1% | -54.2% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling