+2,158.9%
CBRE vs VO
+810.5%
+1,348.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | -2.6% |
| 7D | +1.0% | -0.1% | +1.2% | +1.2% |
| 30D | +5.6% | +0.5% | +5.1% | +4.8% |
| 3M | -6.8% | -1.0% | -5.7% | -5.0% |
| 6M | -5.6% | +6.4% | -12.0% | -15.1% |
| YTD | -14.1% | +13.6% | -27.7% | -30.7% |
| 1Y | -9.5% | +14.5% | -24.0% | -28.0% |
| 3Y | +91.8% | +67.2% | +24.5% | -20.3% |
| 5Y | +30.3% | +36.1% | -5.8% | -24.7% |
| 10Y | +406.9% | +199.3% | +207.5% | -33.6% |
| All | +2,158.9% | +810.5% | +1,348.4% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling