+396.6%
CBRE vs VT
+224.5%
+172.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | +0.4% | -2.4% | -2.5% |
| 30D | -2.2% | +1.0% | -3.2% | -3.3% |
| 3M | +12.9% | +2.4% | +10.5% | +9.0% |
| 6M | +4.3% | +12.0% | -7.7% | -10.5% |
| YTD | -8.0% | +15.3% | -23.4% | -23.9% |
| 1Y | -8.6% | +22.6% | -31.1% | -30.2% |
| 3Y | +71.9% | +74.7% | -2.8% | -17.1% |
| 5Y | +50.0% | +66.1% | -16.1% | -21.7% |
| All | +396.6% | +224.5% | +172.2% | +6.7% |
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