-23.7%
ROP vs CBRE
-12.5%
-11.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.6% |
| 7D | -5.4% | -1.5% | -3.9% | -4.9% |
| 30D | -1.6% | -4.0% | +2.4% | -0.5% |
| 3M | +18.8% | +8.0% | +10.8% | +15.7% |
| 6M | +8.2% | +4.0% | +4.2% | +6.3% |
| YTD | -10.5% | -11.5% | +1.0% | -6.8% |
| 1Y | -23.7% | -13.0% | -10.7% | -20.7% |
| All | -23.7% | -12.5% | -11.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling