+1,927.5%
ROP vs CBRE
+2,081.6%
-154.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | -1.6% | +1.0% | -2.7% | -1.9% |
| 30D | +29.5% | +5.6% | +23.9% | +27.5% |
| 3M | +17.5% | -6.8% | +24.3% | +19.3% |
| 6M | +38.1% | -5.6% | +43.6% | +39.4% |
| YTD | +7.0% | -14.1% | +21.0% | +10.3% |
| 1Y | +6.5% | -9.5% | +16.0% | +8.3% |
| 3Y | -5.5% | +91.8% | -97.3% | -22.2% |
| 5Y | -0.4% | +30.3% | -30.7% | -10.6% |
| 10Y | +183.6% | +406.9% | -223.3% | +75.1% |
| All | +1,927.5% | +2,081.6% | -154.1% | +506.0% |
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