+45.0%
CBRE vs VIG
+63.6%
-18.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -2.7% |
| 7D | -1.5% | -0.4% | -1.1% | -0.9% |
| 30D | -4.0% | -2.1% | -1.9% | -1.1% |
| 3M | +8.0% | +3.3% | +4.7% | +3.4% |
| 6M | +4.0% | +9.3% | -5.3% | -7.9% |
| YTD | -11.5% | +10.1% | -21.7% | -22.2% |
| 1Y | -13.0% | +14.7% | -27.7% | -27.7% |
| 3Y | +66.9% | +56.9% | +10.0% | -9.7% |
| 5Y | +45.0% | +62.9% | -17.9% | -22.8% |
| All | +45.0% | +63.6% | -18.5% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling