+421.5%
CARR vs CBRE
+302.8%
+118.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | -3.8% | -5.0% | +1.2% | -1.9% |
| 30D | -8.9% | -4.7% | -4.2% | -7.4% |
| 3M | -17.3% | +6.5% | -23.8% | -19.9% |
| 6M | -1.4% | +6.1% | -7.4% | -4.7% |
| YTD | +10.0% | -12.6% | +22.6% | +13.6% |
| 1Y | -6.4% | -15.3% | +9.0% | -2.3% |
| 3Y | +1.5% | +64.6% | -63.1% | -21.7% |
| 5Y | +9.3% | +45.0% | -35.7% | -13.3% |
| All | +421.5% | +302.8% | +118.7% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling