+96.3%
VCIT vs CBRE
+1,097.1%
-1,000.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.3% |
| 7D | +0.5% | +6.0% | -5.6% | +0.3% |
| 30D | +2.1% | +4.4% | -2.3% | +2.0% |
| 3M | -1.6% | -9.8% | +8.2% | -1.4% |
| 6M | -1.6% | -4.4% | +2.8% | -1.6% |
| YTD | -1.5% | -15.2% | +13.7% | -1.3% |
| 1Y | -0.4% | -9.1% | +8.8% | -0.3% |
| 3Y | +19.6% | +79.4% | -59.8% | +18.4% |
| 5Y | +3.3% | +27.8% | -24.5% | +2.2% |
| 10Y | +28.9% | +416.1% | -387.2% | +28.5% |
| All | +96.3% | +1,097.1% | -1,000.8% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling