+2,096.1%
RMD vs CBRE
+2,234.5%
-138.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -5.0% | -2.0% | -3.0% | -4.7% |
| 30D | +2.2% | -2.2% | +4.4% | +2.6% |
| 3M | +17.8% | +12.9% | +4.9% | +15.1% |
| 6M | -11.3% | +4.3% | -15.6% | -12.2% |
| YTD | -4.4% | -8.0% | +3.6% | -3.2% |
| 1Y | -15.7% | -8.6% | -7.2% | -14.6% |
| 3Y | +47.7% | +71.9% | -24.1% | +31.5% |
| 5Y | -19.2% | +50.0% | -69.2% | -26.8% |
| 10Y | +280.4% | +390.1% | -109.7% | +171.1% |
| All | +2,096.1% | +2,234.5% | -138.4% | +928.9% |
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 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