+99.5%
ROST vs CBRE
+86.2%
+13.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.4% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +7.4% | +3.1% | +4.4% | +6.7% |
| 3M | -6.1% | -6.4% | +0.3% | -4.9% |
| 6M | +6.2% | -7.9% | +14.1% | +7.7% |
| YTD | +33.4% | -16.2% | +49.6% | +37.3% |
| 1Y | +48.8% | -11.2% | +60.0% | +50.7% |
| 3Y | +99.5% | +83.4% | +16.1% | +77.0% |
| All | +99.5% | +86.2% | +13.4% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling