+406.9%
CBRE vs RBA
+236.6%
+170.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | +1.0% | +2.5% | -1.5% | +0.1% |
| 30D | +5.6% | +11.6% | -5.9% | +1.4% |
| 3M | -6.8% | +1.5% | -8.3% | -7.5% |
| 6M | -5.6% | -6.6% | +1.1% | -4.2% |
| YTD | -14.1% | -6.3% | -7.8% | -12.8% |
| 1Y | -9.5% | -4.0% | -5.5% | -9.0% |
| 3Y | +91.8% | +47.3% | +44.5% | +62.2% |
| 5Y | +30.3% | +47.7% | -17.3% | +7.2% |
| 10Y | +406.9% | +224.7% | +182.1% | +186.6% |
| All | +406.9% | +236.6% | +170.3% | +186.6% |
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