-58.4%
RIOT vs CBRE
+26.1%
-84.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.1% |
| 7D | +4.8% | -1.8% | +6.6% | +6.5% |
| 30D | +16.0% | +3.3% | +12.7% | +11.3% |
| 3M | -8.8% | -12.4% | +3.6% | +0.7% |
| 6M | -29.7% | -5.4% | -24.3% | -30.2% |
| YTD | +38.3% | -17.2% | +55.5% | +54.8% |
| 1Y | +26.2% | -13.1% | +39.3% | +33.9% |
| 3Y | +79.0% | +81.6% | -2.6% | -25.7% |
| All | -58.4% | +26.1% | -84.5% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling