+57.3%
RMBS vs CBRE
+67.4%
-10.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +3.8% |
| 7D | +3.0% | -1.5% | +4.5% | +3.6% |
| 30D | -14.4% | -4.0% | -10.4% | -13.1% |
| 3M | -42.8% | +8.0% | -50.9% | -47.1% |
| 6M | -1.4% | +4.0% | -5.4% | -6.6% |
| YTD | -5.4% | -11.5% | +6.1% | +0.1% |
| 1Y | +18.6% | -13.0% | +31.6% | +26.6% |
| 3Y | +57.3% | +66.9% | -9.6% | +4.0% |
| All | +57.3% | +67.4% | -10.2% | +4.0% |
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