+398.6%
CBRE vs VT
+215.5%
+183.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +5.2% | -2.3% | +7.5% | +8.3% |
| 30D | +6.2% | -5.0% | +11.2% | +13.1% |
| 3M | -8.1% | -4.9% | -3.2% | -2.1% |
| 6M | -6.6% | -1.5% | -5.1% | -5.5% |
| YTD | -15.7% | +8.5% | -24.2% | -24.7% |
| 1Y | -9.7% | +11.4% | -21.0% | -22.0% |
| 3Y | +80.4% | +70.1% | +10.3% | -10.2% |
| 5Y | +27.0% | +53.7% | -26.7% | -26.7% |
| All | +398.6% | +215.5% | +183.0% | +13.7% |
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