+385.0%
CBRE vs RCAT
-98.4%
+483.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.8% |
| 7D | -1.5% | +5.4% | -6.9% | -1.5% |
| 30D | -4.0% | -5.6% | +1.6% | -4.0% |
| 3M | +8.0% | -30.2% | +38.2% | +8.1% |
| 6M | +4.0% | -43.4% | +47.4% | +4.1% |
| YTD | -11.5% | +9.6% | -21.2% | -11.7% |
| 1Y | -13.0% | -2.0% | -11.0% | -13.2% |
| 3Y | +66.9% | +825.0% | -758.1% | +64.6% |
| 5Y | +45.0% | +199.8% | -154.8% | +43.2% |
| 10Y | +385.0% | -98.4% | +483.4% | +413.6% |
| All | +385.0% | -98.4% | +483.4% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling