+134.2%
RBRK vs CBRE
+63.8%
+70.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.4% | -3.3% |
| 7D | -7.5% | -5.0% | -2.5% | -5.4% |
| 30D | -10.4% | -4.7% | -5.7% | -8.9% |
| 3M | +21.3% | +6.5% | +14.8% | +16.0% |
| 6M | +50.6% | +6.1% | +44.6% | +43.8% |
| YTD | +13.3% | -12.6% | +25.9% | +19.1% |
| 1Y | +11.2% | -15.3% | +26.6% | +19.0% |
| All | +134.2% | +63.8% | +70.4% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 3y: compounded portfolio wealth divided by compounded CBRE 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…
3y analysis · Full analysis span regression · 6 months rolling