+2,317.2%
CBRE vs RBA
+1,360.0%
+957.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -2.0% | -2.9% | +1.0% | -0.4% |
| 30D | -2.2% | -12.3% | +10.1% | +4.3% |
| 3M | +12.9% | -20.5% | +33.4% | +25.3% |
| 6M | +4.3% | -18.5% | +22.9% | +13.8% |
| YTD | -8.0% | -18.2% | +10.2% | +0.3% |
| 1Y | -8.6% | -27.5% | +18.9% | +6.0% |
| 3Y | +71.9% | +38.1% | +33.8% | +37.3% |
| 5Y | +50.0% | +44.8% | +5.2% | +10.4% |
| 10Y | +390.1% | +187.1% | +202.9% | +117.3% |
| All | +2,317.2% | +1,360.0% | +957.1% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling