+781.8%
RSP vs CBRE
+2,234.5%
-1,452.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.8% | -2.0% | +1.2% | -0.3% |
| 30D | -0.3% | -2.2% | +1.9% | +0.1% |
| 3M | +4.3% | +12.9% | -8.6% | +0.6% |
| 6M | +8.8% | +4.3% | +4.5% | +7.0% |
| YTD | +15.3% | -8.0% | +23.3% | +16.5% |
| 1Y | +18.3% | -8.6% | +26.8% | +19.6% |
| 3Y | +52.8% | +71.9% | -19.1% | +29.0% |
| 5Y | +51.7% | +50.0% | +1.7% | +31.6% |
| 10Y | +208.5% | +390.1% | -181.6% | +94.3% |
| All | +781.8% | +2,234.5% | -1,452.7% | +227.9% |
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