+30.3%
CBRE vs VSAT
+33.0%
-2.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +16.3% | -14.3% | +0.4% |
| 7D | +1.0% | +0.4% | +0.7% | +0.7% |
| 30D | +5.6% | +3.3% | +2.4% | +4.7% |
| 3M | -6.8% | -7.5% | +0.7% | -6.8% |
| 6M | -5.6% | +6.2% | -11.8% | -8.4% |
| YTD | -14.1% | +115.8% | -129.9% | -24.3% |
| 1Y | -9.5% | +107.7% | -117.2% | -20.2% |
| 3Y | +91.8% | +292.0% | -200.3% | +42.3% |
| 5Y | +30.3% | +35.3% | -5.0% | +12.7% |
| All | +30.3% | +33.0% | -2.7% | +12.7% |
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