+301.5%
ROST vs CBRE
+379.0%
-77.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.8% | -2.5% |
| 7D | +0.3% | -1.8% | +2.0% | +1.1% |
| 30D | +0.5% | +3.3% | -2.8% | -1.3% |
| 3M | -5.2% | -12.4% | +7.1% | +0.2% |
| 6M | +9.8% | -5.4% | +15.2% | +11.0% |
| YTD | +29.4% | -17.2% | +46.6% | +37.2% |
| 1Y | +44.4% | -13.1% | +57.4% | +49.3% |
| 3Y | +95.0% | +81.6% | +13.4% | +30.6% |
| 5Y | +111.9% | +26.4% | +85.4% | +69.1% |
| All | +301.5% | +379.0% | -77.5% | +67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling