+275.4%
RMD vs CBRE
+381.8%
-106.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -4.7% | -1.7% | -3.1% | -4.3% |
| 30D | +0.2% | -3.0% | +3.2% | +1.2% |
| 3M | +12.0% | +2.6% | +9.4% | +11.0% |
| 6M | -12.5% | +2.0% | -14.5% | -13.3% |
| YTD | -7.9% | -13.1% | +5.2% | -4.5% |
| 1Y | -20.4% | -13.8% | -6.6% | -17.3% |
| 3Y | +53.1% | +63.9% | -10.7% | +27.3% |
| 5Y | -22.1% | +42.3% | -64.5% | -33.7% |
| 10Y | +275.4% | +401.2% | -125.8% | +125.0% |
| All | +275.4% | +381.8% | -106.4% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling