-53.1%
ROKU vs CBRE
+39.8%
-92.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.8% |
| 7D | -2.6% | -7.2% | +4.6% | +3.2% |
| 30D | +2.1% | -6.4% | +8.5% | +6.8% |
| 3M | +31.8% | +2.9% | +28.9% | +26.2% |
| 6M | +53.3% | +2.5% | +50.8% | +46.4% |
| YTD | +42.1% | -14.2% | +56.2% | +54.6% |
| 1Y | +62.3% | -15.1% | +77.5% | +76.9% |
| 3Y | +84.6% | +61.9% | +22.8% | +5.9% |
| 5Y | -53.1% | +42.4% | -95.4% | -71.7% |
| All | -53.1% | +39.8% | -92.8% | -71.7% |
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