+394.6%
CBRE vs RBA
+185.7%
+208.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.0% | -2.9% | +1.0% | -0.9% |
| 30D | -2.2% | -12.3% | +10.1% | +2.5% |
| 3M | +12.9% | -20.5% | +33.4% | +21.8% |
| 6M | +4.3% | -18.5% | +22.9% | +11.2% |
| YTD | -8.0% | -18.2% | +10.2% | -1.8% |
| 1Y | -8.6% | -27.5% | +18.9% | +1.9% |
| 3Y | +71.9% | +38.1% | +33.8% | +48.6% |
| 5Y | +50.0% | +44.8% | +5.2% | +23.3% |
| All | +394.6% | +185.7% | +208.9% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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