-28.9%
RIG vs CBRE
+61.2%
-90.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -4.2% | -7.2% | +3.1% | -2.2% |
| 30D | -0.7% | -6.4% | +5.7% | +0.8% |
| 3M | -4.0% | +2.9% | -6.9% | -6.0% |
| 6M | -6.3% | +2.5% | -8.9% | -9.2% |
| YTD | +39.7% | -14.2% | +53.9% | +42.8% |
| 1Y | +78.1% | -15.1% | +93.2% | +82.3% |
| All | -28.9% | +61.2% | -90.1% | -47.5% |
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