+2,115.4%
CBRE vs RBA
+1,534.5%
+581.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | +5.2% | +4.3% | +0.9% | +3.0% |
| 30D | +6.2% | +16.3% | -10.1% | -1.9% |
| 3M | -8.1% | +1.3% | -9.4% | -9.2% |
| 6M | -6.6% | -11.1% | +4.4% | -2.5% |
| YTD | -15.7% | -8.5% | -7.3% | -13.4% |
| 1Y | -9.7% | -2.1% | -7.5% | -10.4% |
| 3Y | +80.4% | +44.6% | +35.8% | +40.8% |
| 5Y | +27.0% | +36.8% | -9.8% | -2.7% |
| 10Y | +412.9% | +227.3% | +185.6% | +111.8% |
| All | +2,115.4% | +1,534.5% | +581.0% | +283.8% |
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