+158.9%
CAT vs CBRE
+84.7%
+74.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | -4.6% | +6.4% | +2.9% |
| 30D | -24.6% | +3.0% | -27.5% | -25.2% |
| 3M | -28.5% | -8.7% | -19.8% | -27.1% |
| 6M | -34.8% | -7.9% | -26.9% | -34.0% |
| YTD | +5.9% | -16.3% | +22.2% | +9.4% |
| 1Y | +6.8% | -13.1% | +19.9% | +8.7% |
| All | +158.9% | +84.7% | +74.2% | +85.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling