+45.9%
ROK vs CBRE
+39.8%
+6.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -1.6% | -7.2% | +5.6% | +1.9% |
| 30D | -5.4% | -6.4% | +1.0% | -2.8% |
| 3M | -4.0% | +2.9% | -6.9% | -6.5% |
| 6M | +13.3% | +2.5% | +10.8% | +10.2% |
| YTD | +9.3% | -14.2% | +23.5% | +15.4% |
| 1Y | +25.8% | -15.1% | +41.0% | +33.3% |
| 3Y | +49.1% | +61.9% | -12.8% | +7.9% |
| 5Y | +45.9% | +42.4% | +3.5% | +7.3% |
| All | +45.9% | +39.8% | +6.1% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling