+4,278.1%
ROST vs CBRE
+2,234.5%
+2,043.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.3% |
| 30D | -8.9% | -2.2% | -6.7% | -8.6% |
| 3M | -0.8% | +12.9% | -13.7% | -3.8% |
| 6M | +8.5% | +4.3% | +4.2% | +6.9% |
| YTD | +28.6% | -8.0% | +36.6% | +29.7% |
| 1Y | +52.3% | -8.6% | +60.9% | +53.7% |
| 3Y | +94.8% | +71.9% | +23.0% | +68.0% |
| 5Y | +110.8% | +50.0% | +60.8% | +86.7% |
| 10Y | +304.5% | +390.1% | -85.5% | +181.1% |
| All | +4,278.1% | +2,234.5% | +2,043.6% | +1,556.9% |
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