+98.0%
VCIT vs CBRE
+1,198.1%
-1,100.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.3% | -2.0% | +1.6% | -0.3% |
| 30D | -0.8% | -2.2% | +1.4% | -0.7% |
| 3M | -1.0% | +12.9% | -13.9% | -1.3% |
| 6M | -1.8% | +4.3% | -6.2% | -2.0% |
| YTD | -0.7% | -8.0% | +7.3% | -0.6% |
| 1Y | +1.0% | -8.6% | +9.5% | +1.0% |
| 3Y | +18.8% | +71.9% | -53.0% | +17.6% |
| 5Y | +3.5% | +50.0% | -46.5% | +2.3% |
| 10Y | +29.2% | +390.1% | -360.8% | +28.5% |
| All | +98.0% | +1,198.1% | -1,100.1% | +101.6% |
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