-3.2%
ROP vs CBRE
+79.1%
-82.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | +2.1% | +5.2% | -3.0% | +0.7% |
| 30D | +32.9% | +6.2% | +26.7% | +30.3% |
| 3M | +20.3% | -8.1% | +28.4% | +22.8% |
| 6M | +36.8% | -6.6% | +43.4% | +38.7% |
| YTD | +8.1% | -15.7% | +23.8% | +12.4% |
| 1Y | +8.3% | -9.7% | +17.9% | +10.5% |
| 3Y | -3.2% | +80.4% | -83.6% | -12.8% |
| All | -3.2% | +79.1% | -82.3% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling