+91.6%
CBRE vs VLTO
+54.1%
+37.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +6.0% | +12.0% | -6.0% | +0.3% |
| 30D | +4.4% | +20.8% | -16.5% | -5.0% |
| 3M | -9.8% | +20.1% | -29.9% | -17.6% |
| 6M | -4.4% | +32.6% | -37.0% | -17.0% |
| YTD | -15.2% | +17.3% | -32.5% | -21.9% |
| 1Y | -9.1% | +17.3% | -26.4% | -16.4% |
| 3Y | +79.4% | +66.9% | +12.5% | +47.4% |
| All | +91.6% | +54.1% | +37.5% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling