-100.0%
VIVK vs CBRE
-7.7%
-92.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.0% |
| 7D | -1.4% | -2.0% | +0.6% | -0.3% |
| 30D | -43.6% | -2.2% | -41.4% | -43.3% |
| 3M | -95.1% | +12.9% | -108.0% | -95.7% |
| 6M | -98.2% | +4.3% | -102.5% | -98.3% |
| YTD | -97.9% | -8.0% | -89.9% | -97.5% |
| 1Y | -100.0% | -8.6% | -91.4% | -100.0% |
| All | -100.0% | -7.7% | -92.3% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling