-20.0%
RKT vs CBRE
+218.0%
-238.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -3.1% |
| 7D | +4.6% | -0.5% | +5.2% | +5.2% |
| 30D | +25.9% | +3.1% | +22.8% | +23.1% |
| 3M | +5.0% | -6.4% | +11.4% | +9.8% |
| 6M | -7.9% | -7.9% | 0.0% | -3.0% |
| YTD | -25.4% | -16.2% | -9.2% | -16.6% |
| 1Y | -15.4% | -11.2% | -4.2% | -9.0% |
| 3Y | +83.3% | +83.4% | -0.1% | +19.8% |
| 5Y | -0.8% | +28.4% | -29.2% | -24.6% |
| All | -20.0% | +218.0% | -238.0% | -61.0% |
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