+292.2%
RCL vs CBRE
+26.1%
+266.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.2% | -1.8% | +0.6% | 0.0% |
| 30D | +17.8% | +3.3% | +14.6% | +15.1% |
| 3M | +4.9% | -12.4% | +17.3% | +13.9% |
| 6M | +23.7% | -5.4% | +29.1% | +26.5% |
| YTD | +17.8% | -17.2% | +35.0% | +30.4% |
| 1Y | +28.9% | -13.1% | +42.0% | +37.8% |
| 3Y | +241.9% | +81.6% | +160.3% | +95.5% |
| All | +292.2% | +26.1% | +266.1% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling