+331.4%
CBRE vs RACE
+647.6%
-316.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.2% |
| 7D | -2.0% | -2.5% | +0.5% | -0.9% |
| 30D | -2.2% | +0.8% | -3.0% | -2.5% |
| 3M | +12.9% | +17.2% | -4.2% | +5.0% |
| 6M | +4.3% | +13.6% | -9.3% | -2.1% |
| YTD | -8.0% | +12.2% | -20.3% | -14.2% |
| 1Y | -8.6% | -16.3% | +7.7% | -3.5% |
| 3Y | +71.9% | +36.4% | +35.4% | +36.7% |
| 5Y | +50.0% | +95.0% | -45.0% | -2.2% |
| 10Y | +390.1% | +813.2% | -423.2% | +55.2% |
| All | +331.4% | +647.6% | -316.2% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling