+344.8%
CBRE vs VYM
+490.3%
-145.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.0% |
| 7D | -1.5% | +0.1% | -1.7% | -1.7% |
| 30D | -4.0% | -1.3% | -2.7% | -1.6% |
| 3M | +8.0% | +4.1% | +4.0% | +0.1% |
| 6M | +4.0% | +9.8% | -5.8% | -13.4% |
| YTD | -11.5% | +15.3% | -26.8% | -32.9% |
| 1Y | -13.0% | +20.0% | -33.0% | -39.1% |
| 3Y | +66.9% | +66.2% | +0.7% | -38.6% |
| 5Y | +45.0% | +77.5% | -32.5% | -53.5% |
| 10Y | +385.0% | +201.7% | +183.3% | -53.6% |
| All | +344.8% | +490.3% | -145.4% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling