+220.7%
ROL vs CBRE
+379.0%
-158.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.5% |
| 7D | +3.0% | -1.8% | +4.7% | +3.4% |
| 30D | +19.8% | +3.3% | +16.5% | +18.8% |
| 3M | +7.9% | -12.4% | +20.3% | +10.9% |
| 6M | -25.6% | -5.4% | -20.3% | -25.1% |
| YTD | -34.1% | -17.2% | -16.9% | -32.0% |
| 1Y | -31.4% | -13.1% | -18.3% | -29.9% |
| 3Y | +4.7% | +81.6% | -76.9% | -12.7% |
| 5Y | +15.6% | +26.4% | -10.8% | +4.0% |
| All | +220.7% | +379.0% | -158.3% | +90.9% |
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