+238.1%
VFC vs CBRE
+2,081.6%
-1,843.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.0% |
| 7D | +7.7% | +1.0% | +6.6% | +7.4% |
| 30D | +39.2% | +5.6% | +33.6% | +37.0% |
| 3M | +40.3% | -6.8% | +47.0% | +42.8% |
| 6M | +11.4% | -5.6% | +16.9% | +12.8% |
| YTD | +17.5% | -14.1% | +31.6% | +22.0% |
| 1Y | +45.9% | -9.5% | +55.4% | +49.4% |
| 3Y | +47.3% | +91.8% | -44.5% | +25.1% |
| 5Y | -67.2% | +30.3% | -97.5% | -69.2% |
| 10Y | -46.1% | +406.9% | -452.9% | -63.3% |
| All | +238.1% | +2,081.6% | -1,843.5% | +66.6% |
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