+2,100.2%
CBRE vs RCAT
-100.0%
+2,200.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -4.6% | +7.2% | -11.9% | -4.6% |
| 30D | +3.0% | -20.4% | +23.4% | +3.0% |
| 3M | -8.7% | -59.8% | +51.0% | -8.7% |
| 6M | -7.9% | -61.9% | +54.0% | -7.9% |
| YTD | -16.3% | -45.9% | +29.6% | -16.3% |
| 1Y | -13.1% | -50.5% | +37.4% | -13.1% |
| 3Y | +83.1% | +387.5% | -304.4% | +83.1% |
| 5Y | +27.7% | +70.9% | -43.2% | +27.7% |
| 10Y | +386.9% | -99.7% | +486.6% | +396.3% |
| All | +2,100.2% | -100.0% | +2,200.2% | +2,305.3% |
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 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