+559.3%
ROKU vs CBRE
+271.0%
+288.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.5% |
| 7D | -0.4% | -5.0% | +4.5% | +2.3% |
| 30D | +2.1% | -4.7% | +6.7% | +4.3% |
| 3M | +29.5% | +6.5% | +23.0% | +23.9% |
| 6M | +53.8% | +6.1% | +47.7% | +47.2% |
| YTD | +42.8% | -12.6% | +55.4% | +50.5% |
| 1Y | +60.7% | -15.3% | +76.0% | +71.6% |
| 3Y | +83.9% | +64.6% | +19.3% | +37.8% |
| 5Y | -52.8% | +45.0% | -97.8% | -62.8% |
| All | +559.3% | +271.0% | +288.2% | +247.4% |
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