+339.9%
CBRE vs VEU
+192.1%
+147.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.4% |
| 7D | -2.0% | +1.1% | -3.1% | -3.6% |
| 30D | -2.2% | +2.2% | -4.4% | -5.3% |
| 3M | +12.9% | +3.0% | +9.9% | +6.4% |
| 6M | +4.3% | +10.9% | -6.5% | -13.0% |
| YTD | -8.0% | +18.2% | -26.2% | -30.8% |
| 1Y | -8.6% | +28.3% | -36.8% | -39.4% |
| 3Y | +71.9% | +74.6% | -2.7% | -29.9% |
| 5Y | +50.0% | +56.4% | -6.4% | -27.3% |
| 10Y | +390.1% | +153.0% | +237.0% | +7.9% |
| All | +339.9% | +192.1% | +147.8% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling