+4,487.7%
ROST vs CBRE
+2,024.9%
+2,462.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.8% | -4.6% | +2.8% | -0.7% |
| 30D | +6.8% | +3.0% | +3.9% | +6.0% |
| 3M | -4.0% | -8.7% | +4.7% | -2.2% |
| 6M | +12.9% | -7.9% | +20.8% | +14.4% |
| YTD | +34.7% | -16.3% | +51.0% | +38.6% |
| 1Y | +49.5% | -13.1% | +62.6% | +52.5% |
| 3Y | +101.5% | +83.1% | +18.3% | +71.2% |
| 5Y | +120.7% | +27.7% | +93.0% | +102.3% |
| 10Y | +317.8% | +386.9% | -69.1% | +191.9% |
| All | +4,487.7% | +2,024.9% | +2,462.8% | +1,670.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling