-7.2%
RKT vs CBRE
+45.8%
-52.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | +1.2% |
| 7D | +6.0% | -1.5% | +7.5% | +7.2% |
| 30D | +0.7% | -4.0% | +4.7% | +3.8% |
| 3M | +11.8% | +8.0% | +3.8% | +4.7% |
| 6M | -7.6% | +4.0% | -11.6% | -10.9% |
| YTD | -28.7% | -11.5% | -17.1% | -22.6% |
| 1Y | -32.6% | -13.0% | -19.6% | -25.6% |
| 3Y | +42.1% | +66.9% | -24.8% | -11.7% |
| 5Y | -7.2% | +45.0% | -52.2% | -41.3% |
| All | -7.2% | +45.8% | -52.9% | -41.3% |
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 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