+116.3%
VFC vs CBRE
+2,234.5%
-2,118.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | -11.6% | -2.2% | -9.4% | -11.2% |
| 3M | -18.1% | +12.9% | -31.0% | -21.0% |
| 6M | -27.4% | +4.3% | -31.7% | -28.3% |
| YTD | -24.8% | -8.0% | -16.8% | -23.4% |
| 1Y | -8.2% | -8.6% | +0.4% | -6.2% |
| 3Y | -29.1% | +71.9% | -101.0% | -38.2% |
| 5Y | -79.2% | +50.0% | -129.2% | -81.2% |
| 10Y | -68.1% | +390.1% | -458.2% | -78.2% |
| All | +116.3% | +2,234.5% | -2,118.2% | +4.6% |
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