+42.3%
CBRE vs VSXY
+19.3%
+23.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.3% |
| 7D | -1.7% | -10.7% | +9.0% | -0.3% |
| 30D | -3.0% | -24.3% | +21.3% | +0.7% |
| 3M | +2.6% | +1.0% | +1.6% | +1.7% |
| 6M | +2.0% | +57.4% | -55.4% | -7.7% |
| YTD | -13.1% | +39.8% | -52.9% | -20.2% |
| 1Y | -13.8% | +196.5% | -210.3% | -31.2% |
| 3Y | +63.9% | +357.2% | -293.4% | +10.2% |
| 5Y | +42.3% | +18.9% | +23.4% | +21.9% |
| All | +42.3% | +19.3% | +23.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling