+56.0%
RIG vs CBRE
+25.7%
+30.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +4.3% | -2.8% | +7.1% | +5.2% |
| 30D | -5.8% | +2.2% | -8.1% | -7.3% |
| 3M | -6.7% | -10.1% | +3.4% | -4.2% |
| 6M | -18.7% | -8.0% | -10.7% | -18.1% |
| YTD | +28.8% | -17.6% | +46.4% | +33.2% |
| 1Y | +28.8% | -14.7% | +43.5% | +30.6% |
| 3Y | -20.0% | +80.4% | -100.4% | -47.0% |
| 5Y | +56.0% | +25.9% | +30.1% | +12.2% |
| All | +56.0% | +25.7% | +30.3% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling