+241.9%
RCL vs CBRE
+82.7%
+159.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | -1.8% | +0.6% | -0.3% |
| 30D | +17.8% | +3.3% | +14.6% | +15.9% |
| 3M | +4.9% | -12.4% | +17.3% | +11.7% |
| 6M | +23.7% | -5.4% | +29.1% | +26.2% |
| YTD | +17.8% | -17.2% | +35.0% | +27.8% |
| 1Y | +28.9% | -13.1% | +42.0% | +36.5% |
| 3Y | +241.9% | +81.6% | +160.3% | +168.2% |
| All | +241.9% | +82.7% | +159.1% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling