+183.1%
ROP vs CBRE
+376.9%
-193.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.6% |
| 7D | -2.7% | -2.8% | +0.1% | -1.7% |
| 30D | +29.7% | +2.2% | +27.5% | +28.3% |
| 3M | +21.2% | -10.1% | +31.3% | +25.3% |
| 6M | +48.3% | -8.0% | +56.3% | +51.5% |
| YTD | +8.4% | -17.6% | +26.0% | +14.6% |
| 1Y | +6.0% | -14.7% | +20.7% | +10.6% |
| 3Y | -5.6% | +80.4% | -86.0% | -27.6% |
| 5Y | +1.3% | +25.9% | -24.6% | -13.0% |
| All | +183.1% | +376.9% | -193.8% | +45.1% |
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 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