+436.5%
CARR vs CBRE
+307.9%
+128.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | +0.4% |
| 7D | +3.2% | -1.5% | +4.8% | +3.8% |
| 30D | -7.7% | -4.0% | -3.7% | -6.4% |
| 3M | -11.9% | +8.0% | -19.9% | -15.1% |
| 6M | +2.0% | +4.0% | -1.9% | -0.6% |
| YTD | +13.2% | -11.5% | +24.7% | +16.3% |
| 1Y | -8.5% | -13.0% | +4.5% | -5.6% |
| 3Y | +5.0% | +66.9% | -61.9% | -19.5% |
| 5Y | +12.0% | +45.0% | -33.1% | -11.3% |
| All | +436.5% | +307.9% | +128.6% | +222.1% |
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