+45.0%
CBRE vs VEU
+57.4%
-12.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.4% |
| 7D | -1.5% | +1.7% | -3.2% | -3.2% |
| 30D | -4.0% | +1.0% | -5.0% | -4.9% |
| 3M | +8.0% | +5.6% | +2.4% | +1.3% |
| 6M | +4.0% | +13.7% | -9.7% | -10.8% |
| YTD | -11.5% | +17.7% | -29.2% | -27.4% |
| 1Y | -13.0% | +25.8% | -38.8% | -34.1% |
| 3Y | +66.9% | +77.1% | -10.2% | -17.1% |
| All | +45.0% | +57.4% | -12.4% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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