+308.5%
ROST vs CBRE
+381.8%
-73.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | +0.1% | -0.9% |
| 7D | -2.2% | -1.7% | -0.6% | -1.6% |
| 30D | -11.4% | -3.0% | -8.5% | -10.5% |
| 3M | -1.6% | +2.6% | -4.3% | -3.6% |
| 6M | +6.8% | +2.0% | +4.8% | +4.4% |
| YTD | +25.8% | -13.1% | +38.9% | +31.0% |
| 1Y | +52.4% | -13.8% | +66.2% | +58.8% |
| 3Y | +94.4% | +63.9% | +30.5% | +38.9% |
| 5Y | +108.2% | +42.3% | +65.9% | +57.3% |
| 10Y | +308.5% | +401.2% | -92.7% | +69.4% |
| All | +308.5% | +381.8% | -73.3% | +69.4% |
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 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