-24.1%
RKT vs CBRE
+214.0%
-238.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -9.0% | -1.8% | -7.2% | -7.7% |
| 30D | +30.2% | +3.3% | +26.9% | +27.2% |
| 3M | -8.8% | -12.4% | +3.5% | -0.3% |
| 6M | -0.9% | -5.4% | +4.4% | +2.4% |
| YTD | -29.2% | -17.2% | -12.0% | -20.2% |
| 1Y | -20.1% | -13.1% | -7.0% | -12.8% |
| 3Y | +81.3% | +81.6% | -0.2% | +19.4% |
| 5Y | -6.6% | +26.4% | -33.0% | -28.2% |
| All | -24.1% | +214.0% | -238.2% | -62.7% |
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