+364.6%
CBRE vs RCAT
-99.8%
+464.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.3% | +6.8% | -1.5% |
| 7D | -2.8% | +15.6% | -18.4% | -2.9% |
| 30D | +2.2% | -24.1% | +26.3% | +2.3% |
| 3M | -10.1% | -61.9% | +51.8% | -9.7% |
| 6M | -8.0% | -64.3% | +56.3% | -7.7% |
| YTD | -17.6% | -50.4% | +32.8% | -17.5% |
| 1Y | -14.7% | -54.0% | +39.3% | -14.6% |
| 3Y | +80.4% | +347.2% | -266.8% | +78.5% |
| 5Y | +25.9% | +45.7% | -19.9% | +24.7% |
| All | +364.6% | -99.8% | +464.4% | +373.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling