+406.9%
CBRE vs VT
+223.7%
+183.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | -1.3% |
| 7D | +1.0% | +0.4% | +0.7% | +0.5% |
| 30D | +5.6% | -2.6% | +8.2% | +9.1% |
| 3M | -6.8% | -3.2% | -3.5% | -2.8% |
| 6M | -5.6% | +0.9% | -6.5% | -7.4% |
| YTD | -14.1% | +11.3% | -25.4% | -25.7% |
| 1Y | -9.5% | +14.0% | -23.5% | -24.1% |
| 3Y | +91.8% | +75.8% | +15.9% | -8.5% |
| 5Y | +30.3% | +57.8% | -27.5% | -27.3% |
| 10Y | +406.9% | +219.8% | +187.1% | +11.7% |
| All | +406.9% | +223.7% | +183.2% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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