+52.7%
ROST vs CBRE
-6.2%
+58.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +2.0% | +5.4% |
| 7D | +7.8% | +14.1% | -6.3% | +5.6% |
| 30D | +8.6% | +9.0% | -0.5% | +7.0% |
| 3M | -1.9% | -6.6% | +4.7% | -1.2% |
| 6M | +9.1% | +0.8% | +8.4% | +8.9% |
| YTD | +37.2% | -12.2% | +49.5% | +37.0% |
| 1Y | +52.7% | -6.8% | +59.6% | +45.3% |
| All | +52.7% | -6.2% | +58.9% | +45.3% |
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