+71.5%
CART vs CBRE
+72.6%
-1.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.6% |
| 7D | +1.2% | +6.0% | -4.9% | -0.2% |
| 30D | +27.1% | +4.4% | +22.7% | +25.5% |
| 3M | +27.4% | -9.8% | +37.2% | +30.5% |
| 6M | +32.1% | -4.4% | +36.5% | +33.0% |
| YTD | +28.5% | -15.2% | +43.7% | +32.7% |
| 1Y | +58.8% | -9.1% | +67.9% | +61.4% |
| 3Y | +114.8% | +79.4% | +35.4% | +68.8% |
| All | +71.5% | +72.6% | -1.1% | +24.5% |
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