+53.9%
RGTI vs CBRE
+70.7%
-16.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.2% |
| 7D | +2.5% | -1.7% | +4.2% | +3.6% |
| 30D | -13.7% | -3.0% | -10.7% | -12.4% |
| 3M | -22.6% | +2.6% | -25.2% | -26.4% |
| 6M | -13.4% | +2.0% | -15.4% | -17.3% |
| YTD | -31.2% | -13.1% | -18.1% | -25.8% |
| 1Y | -7.6% | -13.8% | +6.2% | -0.3% |
| 3Y | +669.7% | +63.9% | +605.8% | +386.6% |
| 5Y | +57.0% | +42.3% | +14.7% | -1.4% |
| All | +53.9% | +70.7% | -16.7% | -3.7% |
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