+3,015.3%
CVNA vs CBRE
+291.5%
+2,723.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -3.2% |
| 7D | -7.3% | -5.0% | -2.3% | -3.2% |
| 30D | -4.6% | -4.7% | +0.1% | -0.8% |
| 3M | +2.0% | +6.5% | -4.5% | -5.1% |
| 6M | +11.7% | +6.1% | +5.7% | +4.5% |
| YTD | -18.1% | -12.6% | -5.4% | -9.9% |
| 1Y | -2.4% | -15.3% | +12.9% | +9.3% |
| 3Y | +580.6% | +64.6% | +516.0% | +327.9% |
| 5Y | +4.9% | +45.0% | -40.1% | -21.9% |
| All | +3,015.3% | +291.5% | +2,723.8% | +985.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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