+406.9%
CBRE vs RCAT
-99.6%
+506.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.4% | -9.4% | +1.9% |
| 7D | +1.0% | +1.1% | -0.1% | +1.0% |
| 30D | +5.6% | -22.0% | +27.6% | +5.7% |
| 3M | -6.8% | -51.1% | +44.4% | -6.5% |
| 6M | -5.6% | -56.6% | +51.0% | -5.3% |
| YTD | -14.1% | -43.3% | +29.2% | -14.0% |
| 1Y | -9.5% | -51.5% | +42.0% | -9.4% |
| 3Y | +91.8% | +411.4% | -319.6% | +89.6% |
| 5Y | +30.3% | +74.4% | -44.1% | +29.0% |
| 10Y | +406.9% | -99.6% | +506.4% | +400.3% |
| All | +406.9% | -99.6% | +506.4% | +400.3% |
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