+51.5%
CART vs CBRE
+87.1%
-35.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | +1.0% | -2.0% | +3.0% | +1.5% |
| 30D | +12.6% | -2.2% | +14.8% | +13.1% |
| 3M | +23.1% | +12.9% | +10.2% | +19.2% |
| 6M | +39.5% | +4.3% | +35.2% | +37.4% |
| YTD | +13.5% | -8.0% | +21.6% | +15.1% |
| 1Y | +14.9% | -8.6% | +23.4% | +16.4% |
| All | +51.5% | +87.1% | -35.6% | +7.9% |
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