+135.7%
ROP vs CBRE
+381.8%
-246.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | -6.1% | -1.7% | -4.4% | -5.6% |
| 30D | -3.4% | -3.0% | -0.4% | -2.4% |
| 3M | +16.7% | +2.6% | +14.1% | +15.3% |
| 6M | +8.1% | +2.0% | +6.1% | +6.6% |
| YTD | -11.7% | -13.1% | +1.4% | -8.0% |
| 1Y | -24.2% | -13.8% | -10.4% | -21.0% |
| 3Y | -19.0% | +63.9% | -82.8% | -35.3% |
| 5Y | -15.9% | +42.3% | -58.2% | -30.8% |
| 10Y | +135.7% | +401.2% | -265.5% | +14.5% |
| All | +135.7% | +381.8% | -246.1% | +14.5% |
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