+42.4%
CBRE vs VYM
+75.8%
-33.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.5% |
| 7D | -7.2% | -1.9% | -5.4% | -4.8% |
| 30D | -6.4% | -2.6% | -3.8% | -2.9% |
| 3M | +2.9% | +3.6% | -0.6% | -1.9% |
| 6M | +2.5% | +8.7% | -6.2% | -8.7% |
| YTD | -14.2% | +14.1% | -28.3% | -28.5% |
| 1Y | -15.1% | +17.8% | -33.0% | -32.4% |
| 3Y | +61.9% | +64.5% | -2.6% | -19.5% |
| 5Y | +42.4% | +77.5% | -35.1% | -34.5% |
| All | +42.4% | +75.8% | -33.4% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling