+1,218.9%
CBRE vs VCLT
+103.4%
+1,115.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | +12.9% | -3.2% | +16.2% | +13.7% |
| 6M | +4.3% | -3.8% | +8.1% | +5.2% |
| YTD | -8.0% | -2.0% | -6.0% | -7.6% |
| 1Y | -8.6% | -0.8% | -7.8% | -8.3% |
| 3Y | +71.9% | +12.3% | +59.6% | +70.0% |
| 5Y | +50.0% | -15.4% | +65.4% | +43.1% |
| 10Y | +390.1% | +15.7% | +374.3% | +430.0% |
| All | +1,218.9% | +103.4% | +1,115.5% | +2,105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling