-37.9%
ROL vs CBRE
-12.5%
-25.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.8% | +1.2% | -1.7% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | -6.9% | -4.0% | -2.9% | -6.2% |
| 3M | -24.6% | +8.0% | -32.6% | -26.1% |
| 6M | -39.5% | +4.0% | -43.5% | -40.4% |
| YTD | -41.1% | -11.5% | -29.6% | -40.8% |
| 1Y | -37.9% | -13.0% | -24.9% | -36.4% |
| All | -37.9% | -12.5% | -25.4% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling