+401.2%
CBRE vs VO
+193.0%
+208.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -0.8% |
| 7D | -1.7% | -0.6% | -1.1% | -0.9% |
| 30D | -3.0% | -1.9% | -1.0% | -0.5% |
| 3M | +2.6% | +3.3% | -0.6% | -1.4% |
| 6M | +2.0% | +9.7% | -7.7% | -9.2% |
| YTD | -13.1% | +12.6% | -25.7% | -24.9% |
| 1Y | -13.8% | +13.6% | -27.5% | -26.4% |
| 3Y | +63.9% | +56.8% | +7.1% | -5.1% |
| 5Y | +42.3% | +42.3% | +0.1% | -6.5% |
| 10Y | +401.2% | +199.2% | +202.0% | +26.7% |
| All | +401.2% | +193.0% | +208.2% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling