+2,232.2%
ROL vs CBRE
+2,234.5%
-2.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -1.4% | -2.0% | +0.5% | -1.0% |
| 30D | -4.1% | -2.2% | -1.9% | -3.7% |
| 3M | -22.5% | +12.9% | -35.4% | -24.7% |
| 6M | -37.7% | +4.3% | -42.0% | -38.5% |
| YTD | -39.6% | -8.0% | -31.5% | -39.0% |
| 1Y | -36.0% | -8.6% | -27.5% | -35.3% |
| 3Y | -5.1% | +71.9% | -77.0% | -18.0% |
| 5Y | -3.4% | +50.0% | -53.4% | -15.0% |
| 10Y | +215.2% | +390.1% | -174.8% | +105.2% |
| All | +2,232.2% | +2,234.5% | -2.2% | +689.4% |
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 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