+270.9%
RMBS vs CBRE
+42.7%
+228.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.9% |
| 7D | +3.5% | -1.7% | +5.1% | +4.2% |
| 30D | -8.6% | -3.0% | -5.6% | -7.9% |
| 3M | -40.3% | +2.6% | -42.9% | -42.7% |
| 6M | -1.0% | +2.0% | -3.0% | -4.9% |
| YTD | -4.6% | -13.1% | +8.5% | +1.4% |
| 1Y | +17.6% | -13.8% | +31.4% | +25.2% |
| 3Y | +58.6% | +63.9% | -5.2% | +14.6% |
| 5Y | +270.9% | +42.3% | +228.6% | +179.4% |
| All | +270.9% | +42.7% | +228.2% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling