+2,317.2%
CBRE vs RY
+2,134.6%
+182.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +0.2% |
| 7D | -2.0% | +3.1% | -5.1% | -5.2% |
| 30D | -2.2% | -0.3% | -1.9% | -2.1% |
| 3M | +12.9% | +8.7% | +4.2% | +2.4% |
| 6M | +4.3% | +28.5% | -24.2% | -21.7% |
| YTD | -8.0% | +25.1% | -33.2% | -28.9% |
| 1Y | -8.6% | +46.3% | -54.9% | -40.6% |
| 3Y | +71.9% | +154.9% | -83.1% | -41.3% |
| 5Y | +50.0% | +140.3% | -90.3% | -45.9% |
| 10Y | +390.1% | +377.0% | +13.0% | -21.8% |
| All | +2,317.2% | +2,134.6% | +182.6% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling