+91.8%
CBRE vs VO
+65.0%
+26.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | -1.4% |
| 7D | +1.0% | -0.1% | +1.2% | +1.2% |
| 30D | +5.6% | +0.5% | +5.1% | +5.1% |
| 3M | -6.8% | -1.0% | -5.7% | -5.4% |
| 6M | -5.6% | +6.4% | -12.0% | -12.4% |
| YTD | -14.1% | +13.6% | -27.7% | -26.3% |
| 1Y | -9.5% | +14.5% | -24.0% | -23.1% |
| 3Y | +91.8% | +67.2% | +24.5% | -6.9% |
| All | +91.8% | +65.0% | +26.8% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling