+13.6%
ROL vs CBRE
+26.4%
-12.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +9.5% | +5.2% | +4.3% | +8.3% |
| 30D | +22.9% | +6.2% | +16.7% | +21.2% |
| 3M | +3.5% | -8.1% | +11.6% | +5.1% |
| 6M | -29.4% | -6.6% | -22.7% | -28.7% |
| YTD | -36.1% | -15.7% | -20.3% | -34.4% |
| 1Y | -34.4% | -9.7% | -24.7% | -33.7% |
| 3Y | +4.0% | +80.4% | -76.4% | -13.9% |
| All | +13.6% | +26.4% | -12.8% | +4.1% |
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 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