+386.7%
CPRT vs CBRE
+421.6%
-34.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.7% |
| 7D | +1.6% | +1.0% | +0.6% | +1.2% |
| 30D | +18.8% | +5.6% | +13.1% | +15.8% |
| 3M | +9.4% | -6.8% | +16.2% | +12.4% |
| 6M | -4.4% | -5.6% | +1.2% | -2.6% |
| YTD | -17.1% | -14.1% | -3.0% | -12.7% |
| 1Y | -19.9% | -9.5% | -10.4% | -17.8% |
| 3Y | -30.5% | +91.8% | -122.3% | -50.9% |
| 5Y | -15.9% | +30.3% | -46.3% | -30.5% |
| 10Y | +386.7% | +406.9% | -20.2% | +143.0% |
| All | +386.7% | +421.6% | -34.9% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling