-5.4%
RMD vs CBRE
-11.6%
+6.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.2% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | +1.8% | +3.1% | -1.3% | +0.4% |
| 3M | +6.7% | -6.4% | +13.1% | +9.1% |
| 6M | +13.9% | -7.9% | +21.8% | +16.3% |
| YTD | -2.0% | -16.2% | +14.2% | +1.6% |
| 1Y | -5.4% | -11.2% | +5.8% | -4.9% |
| All | -5.4% | -11.6% | +6.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling