+2,368.2%
ROL vs CBRE
+2,039.6%
+328.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.3% |
| 3M | +3.5% | -8.1% | +11.6% | +5.2% |
| 6M | -29.4% | -6.6% | -22.7% | -28.7% |
| YTD | -36.1% | -15.7% | -20.3% | -34.3% |
| 1Y | -34.4% | -9.7% | -24.7% | -33.5% |
| 3Y | +4.0% | +80.4% | -76.4% | -11.1% |
| 5Y | +13.2% | +27.0% | -13.8% | +3.2% |
| 10Y | +219.7% | +412.9% | -193.2% | +106.2% |
| All | +2,368.2% | +2,039.6% | +328.5% | +750.1% |
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