+380.6%
RMBS vs CBRE
+2,001.9%
-1,621.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | +10.3% | -1.8% | +12.1% | +10.9% |
| 30D | -10.7% | +3.3% | -14.0% | -11.7% |
| 3M | -17.2% | -12.4% | -4.9% | -14.3% |
| 6M | -39.0% | -5.4% | -33.7% | -38.8% |
| YTD | -10.5% | -17.2% | +6.7% | -6.3% |
| 1Y | -11.0% | -13.1% | +2.1% | -8.1% |
| 3Y | +31.3% | +81.6% | -50.2% | +9.0% |
| 5Y | +242.8% | +26.4% | +216.3% | +214.1% |
| 10Y | +536.9% | +381.6% | +155.3% | +292.7% |
| All | +380.6% | +2,001.9% | -1,621.3% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling