+0.1%
CARR vs CBRE
+61.2%
-61.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -4.1% | -7.2% | +3.1% | -1.9% |
| 30D | -11.0% | -6.4% | -4.5% | -9.3% |
| 3M | -16.4% | +2.9% | -19.3% | -17.7% |
| 6M | -2.4% | +2.5% | -4.9% | -4.1% |
| YTD | +8.4% | -14.2% | +22.6% | +12.1% |
| 1Y | -8.0% | -15.1% | +7.2% | -4.6% |
| All | +0.1% | +61.2% | -61.1% | -26.0% |
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