+273.8%
ROIV vs CBRE
+106.0%
+167.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.4% |
| 7D | +5.3% | +5.2% | +0.2% | +3.6% |
| 30D | +11.9% | +6.2% | +5.7% | +9.5% |
| 3M | +10.7% | -8.1% | +18.8% | +12.8% |
| 6M | +34.9% | -6.6% | +41.6% | +36.0% |
| YTD | +79.2% | -15.7% | +94.9% | +85.9% |
| 1Y | +89.0% | -9.7% | +98.7% | +91.1% |
| 3Y | +337.3% | +80.4% | +257.0% | +239.2% |
| 5Y | +402.3% | +27.0% | +375.3% | +291.0% |
| All | +273.8% | +106.0% | +167.8% | +184.0% |
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