-11.2%
CBRE vs RY
+41.3%
-52.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -1.0% |
| 7D | -0.5% | -0.6% | 0.0% | 0.0% |
| 30D | +3.1% | +6.1% | -3.1% | -0.9% |
| 3M | -6.4% | -3.4% | -3.0% | -4.3% |
| 6M | -7.9% | +12.8% | -20.7% | -16.8% |
| YTD | -16.2% | +21.0% | -37.2% | -27.7% |
| 1Y | -11.2% | +40.5% | -51.7% | -30.1% |
| All | -11.2% | +41.3% | -52.5% | -30.1% |
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