+392.5%
CBRE vs VCLT
+17.1%
+375.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.3% |
| 30D | -4.7% | -1.2% | -3.5% | -4.0% |
| 3M | +6.5% | -4.8% | +11.3% | +9.4% |
| 6M | +6.1% | -2.6% | +8.6% | +7.7% |
| YTD | -12.6% | -3.3% | -9.3% | -10.9% |
| 1Y | -15.3% | -4.8% | -10.5% | -12.9% |
| 3Y | +64.6% | +11.5% | +53.1% | +58.3% |
| 5Y | +45.0% | -17.0% | +62.0% | +48.7% |
| All | +392.5% | +17.1% | +375.4% | +427.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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