-15.3%
CBRE vs VYM
+18.4%
-33.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.0% |
| 7D | -5.0% | -0.8% | -4.2% | -4.0% |
| 30D | -4.7% | -2.2% | -2.4% | -1.9% |
| 3M | +6.5% | +3.1% | +3.5% | +3.0% |
| 6M | +6.1% | +9.7% | -3.7% | -5.5% |
| YTD | -12.6% | +14.9% | -27.5% | -25.7% |
| 1Y | -15.3% | +17.6% | -32.9% | -30.5% |
| All | -15.3% | +18.4% | -33.7% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling