+1,473.3%
RIO vs CBRE
+2,234.5%
-761.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | 0.0% | -2.0% | +1.9% | +0.6% |
| 30D | +4.0% | -2.2% | +6.2% | +4.5% |
| 3M | +0.1% | +12.9% | -12.8% | -4.9% |
| 6M | +12.7% | +4.3% | +8.4% | +10.0% |
| YTD | +35.6% | -8.0% | +43.6% | +37.2% |
| 1Y | +73.7% | -8.6% | +82.3% | +75.8% |
| 3Y | +93.3% | +71.9% | +21.4% | +51.2% |
| 5Y | +92.4% | +50.0% | +42.4% | +55.2% |
| 10Y | +606.9% | +390.1% | +216.9% | +246.4% |
| All | +1,473.3% | +2,234.5% | -761.2% | +339.6% |
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 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