-18.7%
RIG vs CBRE
+81.9%
-100.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +4.3% | -2.8% | +7.1% | +4.9% |
| 30D | -5.8% | +2.2% | -8.1% | -6.7% |
| 3M | -6.7% | -10.1% | +3.4% | -4.8% |
| 6M | -18.7% | -8.0% | -10.7% | -18.1% |
| YTD | +28.8% | -17.6% | +46.4% | +32.2% |
| 1Y | +28.8% | -14.7% | +43.5% | +29.6% |
| All | -18.7% | +81.9% | -100.6% | -50.1% |
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