+40.8%
CBRE vs VTEB
+0.9%
+39.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | +0.4% |
| 7D | -7.2% | -1.2% | -6.0% | -4.6% |
| 30D | -6.4% | -2.9% | -3.6% | -0.1% |
| 3M | +2.9% | -3.2% | +6.1% | +10.6% |
| 6M | +2.5% | -2.6% | +5.2% | +9.0% |
| YTD | -14.2% | -1.8% | -12.3% | -10.2% |
| 1Y | -15.1% | +0.2% | -15.4% | -14.9% |
| 3Y | +61.9% | +8.2% | +53.7% | +40.2% |
| All | +40.8% | +0.9% | +39.9% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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