+2,150.8%
CPRT vs CBRE
+2,234.5%
-83.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +16.6% | -2.2% | +18.8% | +17.1% |
| 3M | +9.6% | +12.9% | -3.3% | +6.9% |
| 6M | -11.1% | +4.3% | -15.4% | -12.0% |
| YTD | -13.9% | -8.0% | -5.8% | -12.7% |
| 1Y | -32.5% | -8.6% | -24.0% | -31.6% |
| 3Y | -25.0% | +71.9% | -96.9% | -33.7% |
| 5Y | -7.4% | +50.0% | -57.4% | -16.2% |
| 10Y | +422.0% | +390.1% | +31.9% | +278.4% |
| All | +2,150.8% | +2,234.5% | -83.7% | +768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling