+2,115.4%
CBRE vs RCAT
-100.0%
+2,215.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +18.6% | -19.3% | -0.6% |
| 7D | +5.2% | -12.7% | +17.9% | +5.2% |
| 30D | +6.2% | -34.3% | +40.5% | +6.3% |
| 3M | -8.1% | -53.4% | +45.3% | -8.1% |
| 6M | -6.6% | -62.0% | +55.3% | -6.6% |
| YTD | -15.7% | -49.1% | +33.3% | -15.7% |
| 1Y | -9.7% | -53.1% | +43.5% | -9.6% |
| 3Y | +80.4% | +318.7% | -238.3% | +80.4% |
| 5Y | +27.0% | +48.5% | -21.5% | +27.0% |
| 10Y | +412.9% | -99.6% | +512.5% | +423.3% |
| All | +2,115.4% | -100.0% | +2,215.4% | +2,322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling