+52.3%
ROST vs CBRE
-7.7%
+60.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.2% |
| 30D | -8.9% | -2.2% | -6.7% | -8.6% |
| 3M | -0.8% | +12.9% | -13.7% | -2.4% |
| 6M | +8.5% | +4.3% | +4.2% | +7.9% |
| YTD | +28.6% | -8.0% | +36.6% | +28.8% |
| 1Y | +52.3% | -8.6% | +60.9% | +47.4% |
| All | +52.3% | -7.7% | +60.0% | +47.4% |
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