+561.0%
ROKU vs CBRE
+275.7%
+285.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.9% |
| 7D | -0.1% | -1.5% | +1.4% | +0.5% |
| 30D | +1.5% | -4.0% | +5.5% | +3.2% |
| 3M | +25.7% | +8.0% | +17.7% | +19.3% |
| 6M | +54.5% | +4.0% | +50.5% | +49.4% |
| YTD | +43.2% | -11.5% | +54.7% | +49.9% |
| 1Y | +56.3% | -13.0% | +69.3% | +64.5% |
| 3Y | +86.1% | +66.9% | +19.2% | +38.4% |
| 5Y | -53.6% | +45.0% | -98.6% | -63.5% |
| All | +561.0% | +275.7% | +285.4% | +246.1% |
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