+50.7%
CBRE vs VSAT
+48.6%
+2.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.1% |
| 7D | -2.0% | +11.8% | -13.8% | -3.1% |
| 30D | -2.2% | -7.0% | +4.9% | -1.6% |
| 3M | +12.9% | +3.3% | +9.6% | +11.0% |
| 6M | +4.3% | +57.4% | -53.1% | -3.2% |
| YTD | -8.0% | +118.6% | -126.6% | -18.5% |
| 1Y | -8.6% | +150.2% | -158.8% | -21.1% |
| 3Y | +71.9% | +160.7% | -88.8% | +37.5% |
| All | +50.7% | +48.6% | +2.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 5y: compounded portfolio wealth divided by compounded VSAT 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…
5y analysis · Full analysis span regression · 6 months rolling