+42.3%
CBRE vs VCLT
-15.5%
+57.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -3.0% | +0.1% | -3.1% | -3.0% |
| 3M | +2.6% | -2.9% | +5.5% | +5.3% |
| 6M | +2.0% | -4.0% | +6.0% | +5.7% |
| YTD | -13.1% | -2.2% | -10.9% | -11.3% |
| 1Y | -13.8% | -2.6% | -11.2% | -11.7% |
| 3Y | +63.9% | +12.3% | +51.6% | +51.9% |
| 5Y | +42.3% | -16.4% | +58.7% | +40.7% |
| All | +42.3% | -15.5% | +57.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling