+81.6%
CBRE vs VLTO
+70.6%
+11.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -1.8% | +1.0% | -2.8% | -2.3% |
| 30D | +3.3% | +17.5% | -14.2% | -5.2% |
| 3M | -12.4% | +21.4% | -33.8% | -20.9% |
| 6M | -5.4% | +38.1% | -43.5% | -20.4% |
| YTD | -17.2% | +19.0% | -36.2% | -24.7% |
| 1Y | -13.1% | +20.7% | -33.7% | -21.7% |
| 3Y | +81.6% | +64.3% | +17.3% | +47.9% |
| All | +81.6% | +70.6% | +11.0% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling