-23.4%
RCL vs CBRE
-12.5%
-10.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.6% |
| 7D | -0.5% | -1.5% | +1.1% | +0.2% |
| 30D | -17.3% | -4.0% | -13.3% | -15.8% |
| 3M | -2.8% | +8.0% | -10.8% | -6.8% |
| 6M | -4.4% | +4.0% | -8.4% | -6.8% |
| YTD | -4.2% | -11.5% | +7.4% | +1.1% |
| 1Y | -23.4% | -13.0% | -10.4% | -19.3% |
| All | -23.4% | -12.5% | -10.9% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling