+342.5%
RCL vs CBRE
+381.8%
-39.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.4% |
| 7D | -2.2% | -1.7% | -0.5% | -1.2% |
| 30D | -15.7% | -3.0% | -12.7% | -14.2% |
| 3M | -8.0% | +2.6% | -10.6% | -10.8% |
| 6M | -10.1% | +2.0% | -12.1% | -12.8% |
| YTD | -5.9% | -13.1% | +7.2% | +1.6% |
| 1Y | -23.5% | -13.8% | -9.7% | -16.9% |
| 3Y | +174.4% | +63.9% | +110.5% | +66.4% |
| 5Y | +227.1% | +42.3% | +184.8% | +121.7% |
| 10Y | +342.5% | +401.2% | -58.7% | +53.6% |
| All | +342.5% | +381.8% | -39.3% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling