+172.5%
VEA vs CBRE
+280.6%
-108.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | +0.5% |
| 7D | +1.9% | -1.5% | +3.4% | +2.2% |
| 30D | +0.8% | -4.0% | +4.8% | +1.6% |
| 3M | +5.7% | +8.0% | -2.3% | +3.3% |
| 6M | +13.3% | +4.0% | +9.3% | +11.6% |
| YTD | +18.4% | -11.5% | +29.9% | +20.6% |
| 1Y | +27.0% | -13.0% | +40.0% | +29.7% |
| 3Y | +79.3% | +66.9% | +12.4% | +53.9% |
| 5Y | +62.1% | +45.0% | +17.1% | +42.5% |
| 10Y | +160.3% | +385.0% | -224.8% | +66.0% |
| All | +172.5% | +280.6% | -108.0% | +37.7% |
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