+640.3%
VEEV vs CBRE
+551.9%
+88.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -0.6% | -2.0% | +1.4% | +0.1% |
| 30D | +28.8% | -2.2% | +31.0% | +29.5% |
| 3M | +54.0% | +12.9% | +41.1% | +46.5% |
| 6M | +46.0% | +4.3% | +41.6% | +42.5% |
| YTD | +23.2% | -8.0% | +31.3% | +25.9% |
| 1Y | +1.9% | -8.6% | +10.4% | +3.9% |
| 3Y | +27.0% | +71.9% | -44.9% | -1.7% |
| 5Y | -13.4% | +50.0% | -63.4% | -30.2% |
| 10Y | +575.2% | +390.1% | +185.2% | +206.5% |
| All | +640.3% | +551.9% | +88.4% | +186.3% |
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