-13.0%
CBRE vs RCAT
+1.5%
-14.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.9% |
| 7D | -1.5% | +5.4% | -6.9% | -1.6% |
| 30D | -4.0% | -5.6% | +1.6% | -3.9% |
| 3M | +8.0% | -30.2% | +38.2% | +9.0% |
| 6M | +4.0% | -43.4% | +47.4% | +5.2% |
| YTD | -11.5% | +9.6% | -21.2% | -13.6% |
| 1Y | -13.0% | -2.0% | -11.0% | -16.3% |
| All | -13.0% | +1.5% | -14.5% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling