+404.1%
CBRE vs RCAT
-98.5%
+502.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -2.0% | -1.4% | -0.6% | -2.0% |
| 30D | -2.2% | -3.3% | +1.2% | -2.2% |
| 3M | +12.9% | -43.2% | +56.1% | +13.1% |
| 6M | +4.3% | -43.2% | +47.5% | +4.5% |
| YTD | -8.0% | +5.5% | -13.6% | -8.2% |
| 1Y | -8.6% | -1.6% | -6.9% | -8.8% |
| 3Y | +71.9% | +773.7% | -701.8% | +69.5% |
| 5Y | +50.0% | +187.6% | -137.6% | +48.1% |
| All | +404.1% | -98.5% | +502.5% | +433.9% |
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