+736.4%
RCL vs CBRE
+2,234.5%
-1,498.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -4.3% |
| 30D | -19.0% | -2.2% | -16.8% | -18.4% |
| 3M | -9.6% | +12.9% | -22.5% | -14.7% |
| 6M | -6.7% | +4.3% | -11.0% | -8.9% |
| YTD | -3.9% | -8.0% | +4.1% | -1.5% |
| 1Y | -25.1% | -8.6% | -16.5% | -22.9% |
| 3Y | +179.1% | +71.9% | +107.2% | +113.5% |
| 5Y | +243.3% | +50.0% | +193.3% | +182.3% |
| 10Y | +325.8% | +390.1% | -64.3% | +125.8% |
| All | +736.4% | +2,234.5% | -1,498.1% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling