+72.0%
CBRE vs VSXY
+37.4%
+34.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -2.0% | -14.0% | +12.0% | -0.2% |
| 30D | -2.2% | -15.9% | +13.7% | -0.2% |
| 3M | +12.9% | +3.4% | +9.5% | +11.6% |
| 6M | +4.3% | +25.9% | -21.6% | -1.8% |
| YTD | -8.0% | +39.5% | -47.5% | -15.0% |
| 1Y | -8.6% | +194.4% | -202.9% | -25.7% |
| 3Y | +71.9% | +281.4% | -209.5% | +24.4% |
| 5Y | +50.0% | +12.8% | +37.2% | +25.1% |
| All | +72.0% | +37.4% | +34.6% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling