+7.7%
CARR vs CBRE
+39.8%
-32.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.7% |
| 7D | -4.1% | -7.2% | +3.1% | -1.0% |
| 30D | -11.0% | -6.4% | -4.5% | -8.6% |
| 3M | -16.4% | +2.9% | -19.3% | -18.2% |
| 6M | -2.4% | +2.5% | -4.9% | -4.7% |
| YTD | +8.4% | -14.2% | +22.6% | +13.3% |
| 1Y | -8.0% | -15.1% | +7.2% | -3.6% |
| 3Y | +0.6% | +61.9% | -61.3% | -28.5% |
| 5Y | +7.7% | +42.4% | -34.7% | -22.4% |
| All | +7.7% | +39.8% | -32.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling