+355.6%
RMD vs CBRE
+379.0%
-23.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.1% |
| 7D | +2.1% | -1.8% | +3.8% | +2.6% |
| 30D | +2.1% | +3.3% | -1.2% | +0.8% |
| 3M | +6.2% | -12.4% | +18.6% | +10.5% |
| 6M | +19.4% | -5.4% | +24.7% | +20.9% |
| YTD | +0.5% | -17.2% | +17.7% | +5.6% |
| 1Y | -3.9% | -13.1% | +9.1% | -0.7% |
| 3Y | +72.5% | +81.6% | -9.0% | +38.4% |
| 5Y | -1.5% | +26.4% | -27.9% | -13.4% |
| All | +355.6% | +379.0% | -23.4% | +179.9% |
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