+230.8%
RDW vs CBRE
+64.1%
+166.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.6% |
| 7D | +0.9% | -5.0% | +5.8% | +4.3% |
| 30D | -21.3% | -4.7% | -16.6% | -19.3% |
| 3M | -37.9% | +6.5% | -44.4% | -43.1% |
| 6M | +12.3% | +6.1% | +6.2% | +2.1% |
| YTD | +39.7% | -12.6% | +52.3% | +49.8% |
| 1Y | +25.7% | -15.3% | +41.0% | +37.9% |
| 3Y | +230.8% | +64.6% | +166.2% | +110.8% |
| All | +230.8% | +64.1% | +166.7% | +110.8% |
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