+364.6%
CBRE vs RBA
+204.3%
+160.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -2.8% | -0.5% | -2.2% | -2.6% |
| 30D | +2.2% | +6.8% | -4.6% | -0.3% |
| 3M | -10.1% | +9.5% | -19.5% | -13.2% |
| 6M | -8.0% | -8.2% | +0.2% | -6.1% |
| YTD | -17.6% | -7.7% | -9.8% | -15.9% |
| 1Y | -14.7% | -6.9% | -7.8% | -13.3% |
| 3Y | +80.4% | +61.6% | +18.7% | +47.9% |
| 5Y | +25.9% | +44.7% | -18.8% | +4.4% |
| All | +364.6% | +204.3% | +160.3% | +164.9% |
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