+363.3%
RIO vs CBRE
+387.8%
-24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.5% | -4.6% | +5.1% | +2.1% |
| 30D | -9.9% | +3.0% | -12.9% | -11.1% |
| 3M | -14.0% | -8.7% | -5.3% | -11.8% |
| 6M | -19.5% | -7.9% | -11.6% | -18.2% |
| YTD | +11.5% | -16.3% | +27.8% | +16.2% |
| 1Y | +26.9% | -13.1% | +40.1% | +30.4% |
| 3Y | +55.1% | +83.1% | -28.0% | +16.2% |
| 5Y | +90.7% | +27.7% | +63.0% | +60.1% |
| 10Y | +363.3% | +386.9% | -23.6% | +114.6% |
| All | +363.3% | +387.8% | -24.4% | +114.6% |
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