+1,786.9%
ROK vs CBRE
+2,024.9%
-238.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | -8.5% | -4.6% | -3.9% | -7.0% |
| 30D | -6.4% | +3.0% | -9.4% | -7.4% |
| 3M | -8.8% | -8.7% | -0.1% | -6.6% |
| 6M | -10.5% | -7.9% | -2.6% | -9.1% |
| YTD | +5.4% | -16.3% | +21.7% | +9.9% |
| 1Y | +5.0% | -13.1% | +18.1% | +8.2% |
| 3Y | +64.3% | +83.1% | -18.8% | +32.7% |
| 5Y | +34.0% | +27.7% | +6.2% | +20.1% |
| 10Y | +268.2% | +386.9% | -118.7% | +117.1% |
| All | +1,786.9% | +2,024.9% | -238.1% | +562.0% |
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