+963.4%
RCL vs CBRE
+2,024.9%
-1,061.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.6% | -4.6% | +5.2% | +2.8% |
| 30D | +19.4% | +3.0% | +16.5% | +17.8% |
| 3M | +9.8% | -8.7% | +18.5% | +14.0% |
| 6M | +28.6% | -7.9% | +36.5% | +32.4% |
| YTD | +22.2% | -16.3% | +38.5% | +30.4% |
| 1Y | +29.7% | -13.1% | +42.8% | +36.3% |
| 3Y | +265.3% | +83.1% | +182.2% | +171.5% |
| 5Y | +301.8% | +27.7% | +274.0% | +254.3% |
| 10Y | +360.5% | +386.9% | -26.4% | +146.8% |
| All | +963.4% | +2,024.9% | -1,061.6% | +244.9% |
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