+27.7%
CBRE vs RY
+126.4%
-98.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.6% |
| 7D | -4.6% | -3.0% | -1.6% | -2.2% |
| 30D | +3.0% | +6.3% | -3.3% | -1.9% |
| 3M | -8.7% | -2.6% | -6.1% | -6.8% |
| 6M | -7.9% | +13.9% | -21.8% | -17.8% |
| YTD | -16.3% | +21.7% | -38.0% | -29.3% |
| 1Y | -13.1% | +40.4% | -53.6% | -35.1% |
| 3Y | +83.1% | +161.3% | -78.2% | -22.5% |
| 5Y | +27.7% | +126.5% | -98.7% | -39.1% |
| All | +27.7% | +126.4% | -98.7% | -39.1% |
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 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