+295.4%
CBRE vs RACE
+658.9%
-363.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | +5.2% | +5.1% | +0.1% | +2.9% |
| 30D | +6.2% | +7.7% | -1.5% | +2.9% |
| 3M | -8.1% | +2.2% | -10.3% | -8.9% |
| 6M | -6.6% | +23.8% | -30.4% | -15.4% |
| YTD | -15.7% | +13.9% | -29.6% | -21.8% |
| 1Y | -9.7% | +3.8% | -13.4% | -12.5% |
| 3Y | +80.4% | +28.0% | +52.4% | +48.7% |
| 5Y | +27.0% | +64.9% | -37.9% | -10.0% |
| 10Y | +412.9% | +780.4% | -367.5% | +65.5% |
| All | +295.4% | +658.9% | -363.5% | +13.2% |
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