-100.0%
VIVK vs CBRE
+407.4%
-507.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.8% | -9.2% | -7.6% |
| 7D | -4.4% | -5.0% | +0.6% | -3.8% |
| 30D | -40.8% | -4.7% | -36.1% | -40.5% |
| 3M | -94.1% | +6.5% | -100.7% | -94.2% |
| 6M | -98.2% | +6.1% | -104.2% | -98.2% |
| YTD | -98.0% | -12.6% | -85.4% | -98.0% |
| 1Y | -100.0% | -15.3% | -84.7% | -100.0% |
| 3Y | -100.0% | +64.6% | -164.6% | -100.0% |
| 5Y | -100.0% | +45.0% | -145.0% | -100.0% |
| All | -100.0% | +407.4% | -507.4% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling