-78.1%
VFC vs CBRE
+45.8%
-123.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | +1.0% |
| 7D | +0.8% | -1.5% | +2.4% | +1.8% |
| 30D | -11.9% | -4.0% | -7.9% | -9.7% |
| 3M | -20.2% | +8.0% | -28.2% | -25.4% |
| 6M | -23.0% | +4.0% | -26.9% | -26.2% |
| YTD | -26.2% | -11.5% | -14.7% | -21.4% |
| 1Y | -13.3% | -13.0% | -0.3% | -6.2% |
| 3Y | -25.5% | +66.9% | -92.4% | -50.1% |
| 5Y | -78.1% | +45.0% | -123.2% | -84.8% |
| All | -78.1% | +45.8% | -123.9% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling