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Definition

The cap rate spread is the distance between property cap rates and the yield on the ten-year Treasury, the rate investors treat as risk-free. It measures what the market is being paid for taking real estate risk, and it is the cleanest explanation of why values move when rents have not.

How to read it
How to read it
  • A thin spread means little compensation for illiquidity and management. It usually precedes a repricing rather than a boom.
  • The spread can widen because the Treasury fell or because cap rates rose. Those are opposite markets with the same number.
  • It is a market-level lens, not a property one. It explains the direction of value, never the value of a specific building.
  • Cap rates lag rates. The Treasury moves in a morning; closed sales take two quarters to show it.
An example
An example

The same building, unchanged income, if the risk-free rate rises a full point and the spread holds where it was.

NOI$95,970
Value at a 6.0% cap$1,599,500
Value at a 7.0% cap$1,371,000
Value lost, with nothing wrong at the property−$228,500

Not one tenant moved and not one dollar of rent changed. A point of interest rate took $228,500, and no negotiation was involved.

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