+539.7%
VEEV vs CBRE
+398.3%
+141.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -8.2% | -7.2% | -1.0% | -5.7% |
| 30D | +10.3% | -6.4% | +16.7% | +12.7% |
| 3M | +59.4% | +2.9% | +56.4% | +57.3% |
| 6M | +37.6% | +2.5% | +35.1% | +35.4% |
| YTD | +16.9% | -14.2% | +31.1% | +22.3% |
| 1Y | -5.0% | -15.1% | +10.2% | -0.4% |
| 3Y | +18.5% | +61.9% | -43.4% | -4.9% |
| 5Y | -13.8% | +42.4% | -56.2% | -28.5% |
| All | +539.7% | +398.3% | +141.3% | +235.1% |
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