+372.9%
CBRE vs VIG
+655.8%
-282.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.8% | +3.5% | -5.2% | -8.1% |
| 30D | +3.3% | +4.9% | -1.6% | -5.8% |
| 3M | -12.4% | +2.5% | -14.9% | -16.3% |
| 6M | -5.4% | +11.0% | -16.4% | -22.6% |
| YTD | -17.2% | +16.0% | -33.2% | -37.7% |
| 1Y | -13.1% | +17.5% | -30.6% | -36.3% |
| 3Y | +81.6% | +67.0% | +14.6% | -33.7% |
| 5Y | +26.4% | +64.8% | -38.4% | -52.8% |
| 10Y | +381.6% | +263.6% | +118.0% | -70.1% |
| All | +372.9% | +655.8% | -282.9% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling