+2,434.4%
CAT vs CBRE
+2,039.6%
+394.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -10.3% | +5.2% | -15.5% | -11.8% |
| 30D | -31.2% | +6.2% | -37.4% | -32.7% |
| 3M | -34.7% | -8.1% | -26.6% | -33.5% |
| 6M | -39.5% | -6.6% | -32.8% | -39.1% |
| YTD | -1.7% | -15.7% | +14.1% | +1.2% |
| 1Y | -1.1% | -9.7% | +8.5% | -0.4% |
| 3Y | +143.9% | +80.4% | +63.5% | +96.6% |
| 5Y | +194.8% | +27.0% | +167.8% | +160.3% |
| 10Y | +739.8% | +412.9% | +326.9% | +386.2% |
| All | +2,434.4% | +2,039.6% | +394.8% | +821.5% |
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 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