+619.2%
RIO vs CBRE
+381.8%
+237.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +1.0% | -1.7% | +2.6% | +1.5% |
| 30D | +4.0% | -3.0% | +7.0% | +4.8% |
| 3M | +4.5% | +2.6% | +1.9% | +2.8% |
| 6M | +17.3% | +2.0% | +15.3% | +15.5% |
| YTD | +36.2% | -13.1% | +49.3% | +40.6% |
| 1Y | +76.1% | -13.8% | +90.0% | +81.9% |
| 3Y | +102.5% | +63.9% | +38.7% | +58.9% |
| 5Y | +103.5% | +42.3% | +61.2% | +64.5% |
| 10Y | +619.2% | +401.2% | +218.0% | +235.7% |
| All | +619.2% | +381.8% | +237.4% | +235.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling