+2,225.8%
CBRE vs VICR
+1,339.7%
+886.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.5% |
| 7D | -1.5% | +9.8% | -11.4% | -4.5% |
| 30D | -4.0% | -12.6% | +8.6% | -1.3% |
| 3M | +8.0% | -29.7% | +37.7% | +13.7% |
| 6M | +4.0% | +18.8% | -14.9% | -13.1% |
| YTD | -11.5% | +76.4% | -87.9% | -36.9% |
| 1Y | -13.0% | +282.4% | -295.4% | -53.9% |
| 3Y | +66.9% | +206.2% | -139.3% | -17.9% |
| 5Y | +45.0% | +53.9% | -8.9% | -25.3% |
| 10Y | +385.0% | +1,572.3% | -1,187.3% | -36.3% |
| All | +2,225.8% | +1,339.7% | +886.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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