CREagentic is an AI-powered platform for commercial real estate built around The Analyst — a conversational AI employee that handles deal underwriting end-to-end: valuation, BOVs, waterfalls, dispositions, IC memos. You can also access individual analysis tools directly — rent roll parsing, T-12 parsing, environmental report analysis, and more — as power-user deep-links from the dashboard.

How does CREagentic compare to leading analysis software?

CREagentic provides transparent DCF valuation plus The Analyst — chat-driven rather than menu-driven. Individual analysis tools (lease abstraction, LOI redlining, CAM reconciliation, rent roll parsing, T-12 parsing, and more) are accessible directly or through The Analyst's workspace. CREagentic starts free with no implementation fees.

Property managers, asset managers, CRE brokers, accountants, and acquisition teams at REITs, private equity firms, and property management companies use CREagentic.

Yes. The free demo includes 10 one-time AI credits with no credit card required. Paid plans include monthly AI credits; complex documents use more credits. Advanced features like PDF/Excel exports and scenario analysis require a paid plan.

What is AI lease abstraction?

AI lease abstraction uses artificial intelligence to extract structured data from commercial lease documents in a fraction of the time manual review takes. CREagentic extracts 200+ fields including rent schedules, CAM provisions, options, and critical dates.

What is CAM reconciliation?

CAM reconciliation is the annual process of comparing actual common area maintenance expenses to the monthly estimates collected from tenants, resulting in either an additional charge or a credit for each tenant.

What a $30 Oil Move Does to Your Underwriting

The shock nobody modeled

On March 1 the United States and Israel struck Iranian military and nuclear sites. Within three weeks shipping through the Strait of Hormuz was disrupted, a Saudi refinery had been hit, and roughly a fifth of the world's seaborne crude was in question. Oil jumped. Treasury yields followed, because bond investors price inflation before they price anything else.

Commercial real estate deals do not care about the geopolitics. They care about the 10-year. When it moves 30 or 40 basis points in a month, every pending acquisition gets re-traded and every refinancing gets harder. That is what happened in the second half of March. Lenders widened spreads, buyers asked for price cuts, and a lot of closings slipped into April.

Three places the shock lands in a pro forma

The first is the exit cap rate. Most models assume the exit cap sits 25 to 75 basis points above the going-in cap. That spread assumes a stable rate environment. If the 10-year settles 40 basis points higher than it was in February, the buyer of your building in year seven faces a higher cost of debt, and your exit cap has to reflect it. A 25 basis point move on the exit cap takes 100 to 200 basis points off a levered IRR. Run that case before you run anything else.

The second is the debt. A loan quoted at 6.1% in February is 6.5% in late March, and the lender may also have trimmed proceeds because the debt service coverage test got tighter. On a $20 million loan that is $80,000 a year of extra interest and maybe $1 million less in proceeds. Both numbers come straight out of the equity return.

The third is operating expenses, and this one gets missed. Energy prices reach a property through utilities, through snow removal contracts that are priced on diesel, and through insurance renewals a year later. If you budgeted a 3% expense increase for 2026, a sustained $30 move in crude makes that budget wrong by the summer. Tenants on gross leases feel nothing. Landlords on gross leases feel all of it.

What we changed in our own sensitivity tables

Before March our default sensitivity grid moved the exit cap in 25 basis point steps and the interest rate in 25 basis point steps. After March we widened both to 50. A grid that only shows the cases you find comfortable is decoration. The point of a sensitivity table is to show the deal breaking, so you know how far away the break is.

We also started running a "rates stay here" case as the base, with "rates fall" as the upside. In January most models had it the other way around. That was optimism, and the market has spent the year correcting it.

Advice for deals already in contract

Re-underwrite before you re-trade. A buyer who walks into a seller's office asking for 5% off because "rates moved" gets a shrug. A buyer who shows the seller a debt quote from February and one from today, with the proceeds difference circled, gets a conversation. The numbers do the arguing. If you cannot make the equity return work with the new debt quote and a 50 basis point wider exit cap, the deal was already thin, and March just told you so.

Rerun the model instead of rebuilding it

In March the analysts who came out ahead were the ones who could rerun every pending deal against new debt quotes and a wider exit cap in an afternoon. The ones who lost a week were rebuilding spreadsheets one tab at a time, and at least one of them found a hard-coded 4.1% Treasury assumption buried in a cell nobody had touched since 2024.

A valuation engine that keeps the rate, the exit cap and the expense growth as named inputs lets you change three numbers and get 50 scenarios back in seconds, with the same arithmetic every time. That is a day of analyst time per deal returned to actual judgment, and it removes the class of error that comes from editing a formula by hand under deadline. On a $40 million acquisition, catching one stale assumption before the investment committee is worth more than the software costs for a decade.