-1.8%
CARR vs CBRE
-6.2%
+4.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.2% |
| 7D | -0.7% | +14.1% | -14.7% | -2.9% |
| 30D | +0.3% | +9.0% | -8.7% | -1.3% |
| 3M | -14.9% | -6.6% | -8.3% | -14.1% |
| 6M | -14.9% | +0.8% | -15.6% | -15.4% |
| YTD | +7.0% | -12.2% | +19.2% | +5.5% |
| 1Y | -1.8% | -6.8% | +5.1% | -8.2% |
| All | -1.8% | -6.2% | +4.4% | -8.2% |
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