+263.4%
ROK vs CBRE
+379.0%
-115.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | +7.1% | -1.8% | +8.8% | +8.0% |
| 30D | -5.0% | +3.3% | -8.2% | -6.7% |
| 3M | -9.4% | -12.4% | +3.0% | -4.1% |
| 6M | -11.0% | -5.4% | -5.6% | -10.3% |
| YTD | +4.4% | -17.2% | +21.7% | +11.7% |
| 1Y | +7.4% | -13.1% | +20.5% | +12.0% |
| 3Y | +61.0% | +81.6% | -20.6% | +11.9% |
| 5Y | +30.4% | +26.4% | +3.9% | +6.6% |
| All | +263.4% | +379.0% | -115.6% | +60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling