+80.4%
CBRE vs RY
+155.6%
-75.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.3% |
| 7D | +5.2% | -0.9% | +6.1% | +6.0% |
| 30D | +6.2% | +5.9% | +0.4% | +2.1% |
| 3M | -8.1% | -4.3% | -3.8% | -5.2% |
| 6M | -6.6% | +12.1% | -18.8% | -14.6% |
| YTD | -15.7% | +20.3% | -36.0% | -26.8% |
| 1Y | -9.7% | +41.0% | -50.7% | -30.3% |
| 3Y | +80.4% | +157.5% | -77.1% | -16.5% |
| All | +80.4% | +155.6% | -75.2% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling