+725.3%
CAT vs CBRE
+397.3%
+328.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | -10.3% | +5.2% | -15.5% | -12.4% |
| 30D | -31.2% | +6.2% | -37.4% | -33.4% |
| 3M | -34.7% | -8.1% | -26.6% | -33.1% |
| 6M | -39.5% | -6.6% | -32.8% | -39.0% |
| YTD | -1.7% | -15.7% | +14.1% | +2.3% |
| 1Y | -1.1% | -9.7% | +8.5% | -0.6% |
| 3Y | +143.9% | +80.4% | +63.5% | +70.8% |
| 5Y | +194.8% | +27.0% | +167.8% | +137.9% |
| All | +725.3% | +397.3% | +328.0% | +260.5% |
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 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