+342.4%
CBRE vs VTEB
+26.0%
+316.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.2% |
| 30D | -3.0% | -2.1% | -0.9% | -1.5% |
| 3M | +2.6% | -2.7% | +5.3% | +4.6% |
| 6M | +2.0% | -2.1% | +4.1% | +3.6% |
| YTD | -13.1% | -1.1% | -12.0% | -12.3% |
| 1Y | -13.8% | +1.3% | -15.2% | -14.3% |
| 3Y | +63.9% | +9.0% | +54.9% | +57.7% |
| 5Y | +42.3% | +1.5% | +40.8% | +37.6% |
| 10Y | +401.2% | +18.5% | +382.7% | +504.4% |
| All | +342.4% | +26.0% | +316.5% | +552.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling