+392.5%
CBRE vs VYM
+209.2%
+183.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +0.9% |
| 7D | -5.0% | -0.8% | -4.2% | -3.9% |
| 30D | -4.7% | -2.2% | -2.4% | -1.6% |
| 3M | +6.5% | +3.1% | +3.5% | +2.4% |
| 6M | +6.1% | +9.7% | -3.7% | -6.4% |
| YTD | -12.6% | +14.9% | -27.5% | -27.4% |
| 1Y | -15.3% | +17.6% | -32.9% | -31.8% |
| 3Y | +64.6% | +65.3% | -0.7% | -15.7% |
| 5Y | +45.0% | +78.7% | -33.7% | -31.9% |
| All | +392.5% | +209.2% | +183.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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