+1,110.7%
CAT vs CBRE
+397.8%
+712.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +1.7% | -2.0% | +3.7% | +2.5% |
| 30D | -6.6% | -2.2% | -4.4% | -6.1% |
| 3M | -13.3% | +12.9% | -26.2% | -18.9% |
| 6M | +11.6% | +4.3% | +7.3% | +7.8% |
| YTD | +42.9% | -8.0% | +51.0% | +44.3% |
| 1Y | +95.4% | -8.6% | +104.0% | +96.8% |
| 3Y | +196.6% | +71.9% | +124.7% | +115.1% |
| 5Y | +321.7% | +50.0% | +271.6% | +217.4% |
| All | +1,110.7% | +397.8% | +712.9% | +414.6% |
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