+54.9%
CBRE vs VSXY
+93.0%
-38.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.2% |
| 7D | -1.8% | -1.7% | 0.0% | -1.5% |
| 30D | +3.3% | +20.1% | -16.8% | +0.7% |
| 3M | -12.4% | +16.6% | -29.0% | -14.6% |
| 6M | -5.4% | +134.9% | -140.3% | -18.4% |
| YTD | -17.2% | +96.0% | -113.2% | -27.1% |
| 1Y | -13.1% | +203.8% | -216.9% | -29.0% |
| 3Y | +81.6% | +465.3% | -383.8% | +24.7% |
| 5Y | +26.4% | +106.3% | -79.9% | +0.6% |
| All | +54.9% | +93.0% | -38.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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