+27.3%
CBRE vs RACE
+64.4%
-37.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | -1.8% | -1.2% | -0.6% | -1.3% |
| 30D | +3.3% | +6.1% | -2.8% | +1.0% |
| 3M | -12.4% | -0.3% | -12.1% | -12.2% |
| 6M | -5.4% | +23.4% | -28.8% | -12.9% |
| YTD | -17.2% | +12.5% | -29.7% | -21.9% |
| 1Y | -13.1% | -0.5% | -12.6% | -13.8% |
| 3Y | +81.6% | +23.6% | +57.9% | +48.8% |
| All | +27.3% | +64.4% | -37.1% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling