-50.2%
VG vs CBRE
-1.3%
-49.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.4% | +2.1% |
| 7D | -8.3% | +1.0% | -9.4% | -8.5% |
| 30D | -10.3% | +5.6% | -16.0% | -11.5% |
| 3M | -10.8% | -6.8% | -4.0% | -9.5% |
| 6M | +3.5% | -5.6% | +9.0% | +3.9% |
| YTD | +74.0% | -14.1% | +88.0% | +82.3% |
| 1Y | +48.9% | -9.5% | +58.4% | +46.8% |
| All | -50.2% | -1.3% | -49.0% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling