+425.2%
CBRE vs VIG
+623.5%
-198.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.3% |
| 7D | -2.0% | -0.4% | -1.5% | -1.1% |
| 30D | -2.2% | -1.0% | -1.2% | -0.3% |
| 3M | +12.9% | +2.8% | +10.1% | +7.2% |
| 6M | +4.3% | +8.2% | -3.9% | -10.6% |
| YTD | -8.0% | +11.0% | -19.1% | -24.8% |
| 1Y | -8.6% | +16.1% | -24.7% | -31.6% |
| 3Y | +71.9% | +56.2% | +15.7% | -28.6% |
| 5Y | +50.0% | +63.0% | -13.0% | -43.2% |
| 10Y | +390.1% | +241.4% | +148.6% | -65.4% |
| All | +425.2% | +623.5% | -198.3% | -92.0% |
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