+190.3%
RDDT vs CBRE
+45.4%
+144.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.7% |
| 7D | -7.4% | -1.7% | -5.7% | -6.4% |
| 30D | -7.7% | -3.0% | -4.8% | -6.3% |
| 3M | -17.8% | +2.6% | -20.4% | -19.5% |
| 6M | +5.5% | +2.0% | +3.5% | +3.2% |
| YTD | -36.3% | -13.1% | -23.2% | -31.1% |
| 1Y | -39.0% | -13.8% | -25.2% | -33.9% |
| All | +190.3% | +45.4% | +144.9% | +145.3% |
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 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