-77.3%
RIG vs CBRE
+2,001.9%
-2,079.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +5.7% | -1.8% | +7.5% | +6.3% |
| 30D | -0.7% | +3.3% | -4.0% | -2.5% |
| 3M | -3.1% | -12.4% | +9.2% | -0.1% |
| 6M | -16.3% | -5.4% | -11.0% | -16.7% |
| YTD | +34.1% | -17.2% | +51.3% | +37.7% |
| 1Y | +38.2% | -13.1% | +51.2% | +39.4% |
| 3Y | -15.3% | +81.6% | -96.9% | -33.6% |
| 5Y | +62.5% | +26.4% | +36.0% | +42.1% |
| 10Y | -46.6% | +381.6% | -428.2% | -67.2% |
| All | -77.3% | +2,001.9% | -2,079.2% | -93.0% |
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