+49.5%
ROST vs CBRE
-11.8%
+61.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.8% | -4.6% | +2.8% | -1.0% |
| 30D | +6.8% | +3.0% | +3.9% | +6.4% |
| 3M | -4.0% | -8.7% | +4.7% | -2.8% |
| 6M | +12.9% | -7.9% | +20.8% | +14.3% |
| YTD | +34.7% | -16.3% | +51.0% | +35.4% |
| 1Y | +49.5% | -13.1% | +62.6% | +46.4% |
| All | +49.5% | -11.8% | +61.3% | +46.4% |
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