+72.5%
CART vs CBRE
+71.5%
+1.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +3.0% | +5.2% | -2.2% | +1.7% |
| 30D | +28.6% | +6.2% | +22.3% | +26.3% |
| 3M | +29.1% | -8.1% | +37.2% | +31.5% |
| 6M | +44.7% | -6.6% | +51.4% | +46.6% |
| YTD | +29.2% | -15.7% | +44.9% | +33.7% |
| 1Y | +66.2% | -9.7% | +75.8% | +69.1% |
| 3Y | +112.8% | +80.4% | +32.4% | +67.2% |
| All | +72.5% | +71.5% | +1.0% | +25.4% |
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