+4.4%
RDW vs CBRE
+121.9%
-117.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.4% |
| 7D | +4.8% | -7.2% | +12.0% | +10.0% |
| 30D | -19.5% | -6.4% | -13.1% | -16.6% |
| 3M | -26.9% | +2.9% | -29.8% | -30.8% |
| 6M | +17.8% | +2.5% | +15.2% | +11.1% |
| YTD | +43.0% | -14.2% | +57.2% | +53.7% |
| 1Y | +32.1% | -15.1% | +47.2% | +42.5% |
| 3Y | +250.6% | +61.9% | +188.8% | +146.1% |
| 5Y | -6.6% | +42.4% | -49.0% | -33.1% |
| All | +4.4% | +121.9% | -117.5% | -26.6% |
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 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