-76.0%
RIG vs CBRE
+2,234.5%
-2,310.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +0.9% | -2.0% | +2.8% | +1.4% |
| 30D | +13.8% | -2.2% | +16.0% | +14.2% |
| 3M | -6.4% | +12.9% | -19.3% | -11.0% |
| 6M | -8.2% | +4.3% | -12.5% | -10.9% |
| YTD | +41.6% | -8.0% | +49.7% | +41.9% |
| 1Y | +88.7% | -8.6% | +97.3% | +88.9% |
| 3Y | -30.9% | +71.9% | -102.7% | -44.3% |
| 5Y | +57.7% | +50.0% | +7.7% | +31.6% |
| 10Y | -39.3% | +390.1% | -429.3% | -62.9% |
| All | -76.0% | +2,234.5% | -2,310.5% | -92.8% |
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