+406.9%
CBRE vs RACE
+738.3%
-331.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.0% | +3.9% | -2.9% | -0.7% |
| 30D | +5.6% | +7.4% | -1.8% | +2.5% |
| 3M | -6.8% | +1.6% | -8.4% | -7.3% |
| 6M | -5.6% | +23.3% | -28.9% | -14.2% |
| YTD | -14.1% | +14.7% | -28.7% | -20.4% |
| 1Y | -9.5% | +2.5% | -12.0% | -11.8% |
| 3Y | +91.8% | +28.0% | +63.8% | +57.5% |
| 5Y | +30.3% | +69.8% | -39.5% | -10.0% |
| 10Y | +406.9% | +734.9% | -328.0% | +93.8% |
| All | +406.9% | +738.3% | -331.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling