+50.9%
CBRE vs RY
+140.8%
-89.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -2.0% | +3.1% | -5.1% | -4.4% |
| 30D | -2.2% | -0.3% | -1.9% | -2.1% |
| 3M | +12.9% | +8.7% | +4.2% | +4.9% |
| 6M | +4.3% | +28.5% | -24.2% | -16.0% |
| YTD | -8.0% | +25.1% | -33.2% | -24.1% |
| 1Y | -8.6% | +46.3% | -54.9% | -33.9% |
| 3Y | +71.9% | +154.9% | -83.1% | -25.1% |
| All | +50.9% | +140.8% | -89.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling