+366.6%
CBRE vs VIG
+262.6%
+104.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.8% | +3.5% | -5.2% | -6.3% |
| 30D | +3.3% | +4.9% | -1.6% | -3.2% |
| 3M | -12.4% | +2.5% | -14.9% | -15.1% |
| 6M | -5.4% | +11.0% | -16.4% | -17.7% |
| YTD | -17.2% | +16.0% | -33.2% | -32.0% |
| 1Y | -13.1% | +17.5% | -30.6% | -29.9% |
| 3Y | +81.6% | +67.0% | +14.6% | -8.7% |
| 5Y | +26.4% | +64.8% | -38.4% | -34.1% |
| All | +366.6% | +262.6% | +104.0% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling