-15.1%
CBRE vs VCLT
-3.8%
-11.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | +0.5% |
| 7D | -7.2% | -1.3% | -5.9% | -5.5% |
| 30D | -6.4% | -1.1% | -5.3% | -4.8% |
| 3M | +2.9% | -3.7% | +6.6% | +8.1% |
| 6M | +2.5% | -4.0% | +6.5% | +8.1% |
| YTD | -14.2% | -3.4% | -10.8% | -10.5% |
| 1Y | -15.1% | -4.1% | -11.0% | -10.1% |
| All | -15.1% | -3.8% | -11.3% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling