+496.2%
RVMD vs CBRE
+110.0%
+386.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | -10.4% | -1.8% | -8.6% | -9.6% |
| 30D | -11.0% | +3.3% | -14.3% | -12.5% |
| 3M | -14.7% | -12.4% | -2.4% | -10.0% |
| 6M | +14.9% | -5.4% | +20.3% | +15.6% |
| YTD | +116.3% | -17.2% | +133.5% | +128.9% |
| 1Y | +167.6% | -13.1% | +180.7% | +176.0% |
| 3Y | +776.8% | +81.6% | +695.2% | +497.6% |
| 5Y | +424.8% | +26.4% | +398.4% | +321.8% |
| All | +496.2% | +110.0% | +386.2% | +276.6% |
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