+378.1%
CBRE vs VIG
+655.9%
-277.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -1.7% |
| 7D | -4.6% | -0.3% | -4.3% | -4.2% |
| 30D | +3.0% | +4.9% | -2.0% | -6.1% |
| 3M | -8.7% | +2.9% | -11.7% | -13.5% |
| 6M | -7.9% | +11.2% | -19.1% | -25.0% |
| YTD | -16.3% | +16.0% | -32.3% | -37.0% |
| 1Y | -13.1% | +17.0% | -30.1% | -35.7% |
| 3Y | +83.1% | +66.9% | +16.3% | -33.1% |
| 5Y | +27.7% | +65.8% | -38.1% | -53.0% |
| 10Y | +386.9% | +263.6% | +123.3% | -69.8% |
| All | +378.1% | +655.9% | -277.8% | -93.3% |
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