+128.7%
VIAV vs CBRE
+2,234.5%
-2,105.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | -4.6% | -2.0% | -2.6% | -4.0% |
| 30D | -10.4% | -2.2% | -8.2% | -10.1% |
| 3M | -34.5% | +12.9% | -47.4% | -38.3% |
| 6M | +7.0% | +4.3% | +2.7% | +3.6% |
| YTD | +95.6% | -8.0% | +103.7% | +96.8% |
| 1Y | +197.2% | -8.6% | +205.7% | +199.1% |
| 3Y | +232.0% | +71.9% | +160.1% | +162.0% |
| 5Y | +102.2% | +50.0% | +52.2% | +65.0% |
| 10Y | +344.6% | +390.1% | -45.4% | +126.7% |
| All | +128.7% | +2,234.5% | -2,105.8% | -53.8% |
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 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