+805.4%
RIOT vs CBRE
+417.5%
+387.9%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.5% |
| 7D | +14.8% | -2.0% | +16.8% | +16.6% |
| 30D | +1.4% | -2.2% | +3.6% | +2.4% |
| 3M | -20.6% | +12.9% | -33.5% | -28.9% |
| 6M | +31.9% | +4.3% | +27.6% | +25.8% |
| YTD | +72.1% | -8.0% | +80.1% | +77.1% |
| 1Y | +65.7% | -8.6% | +74.2% | +69.7% |
| 3Y | +97.5% | +71.9% | +25.6% | +28.0% |
| 5Y | -36.7% | +50.0% | -86.7% | -53.3% |
| 10Y | +550.1% | +390.1% | +160.1% | +139.6% |
| All | +805.4% | +417.5% | +387.9% | +248.3% |
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