+213.9%
CAT vs CBRE
+26.1%
+187.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +7.4% | -1.8% | +9.2% | +8.1% |
| 30D | -19.7% | +3.3% | -23.0% | -20.8% |
| 3M | -29.6% | -12.4% | -17.2% | -27.0% |
| 6M | -33.2% | -5.4% | -27.8% | -33.1% |
| YTD | +5.7% | -17.2% | +22.9% | +10.0% |
| 1Y | +9.3% | -13.1% | +22.4% | +11.6% |
| 3Y | +158.3% | +81.6% | +76.8% | +87.0% |
| All | +213.9% | +26.1% | +187.8% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling