+46.0%
CART vs CBRE
-13.6%
+59.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | +1.3% | -1.8% | +3.1% | +1.7% |
| 30D | +19.2% | +3.3% | +15.9% | +17.8% |
| 3M | +17.6% | -12.4% | +29.9% | +22.1% |
| 6M | +47.4% | -5.4% | +52.7% | +49.5% |
| YTD | +30.9% | -17.2% | +48.1% | +38.3% |
| 1Y | +46.0% | -13.1% | +59.1% | +51.4% |
| All | +46.0% | -13.6% | +59.5% | +51.4% |
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 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