+354.9%
ROK vs CBRE
+381.8%
-26.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | +0.2% | -1.7% | +1.8% | +0.9% |
| 30D | -1.8% | -3.0% | +1.2% | -0.7% |
| 3M | -7.2% | +2.6% | -9.8% | -9.5% |
| 6M | +14.2% | +2.0% | +12.2% | +11.3% |
| YTD | +10.6% | -13.1% | +23.7% | +16.0% |
| 1Y | +25.9% | -13.8% | +39.7% | +32.3% |
| 3Y | +50.8% | +63.9% | -13.1% | +10.9% |
| 5Y | +47.0% | +42.3% | +4.7% | +13.8% |
| 10Y | +354.9% | +401.2% | -46.3% | +85.3% |
| All | +354.9% | +381.8% | -26.9% | +85.3% |
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