-100.0%
VIVK vs CBRE
+1,255.2%
-1,355.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.2% |
| 7D | -1.4% | -2.0% | +0.6% | -1.1% |
| 30D | -43.6% | -2.2% | -41.4% | -43.5% |
| 3M | -95.1% | +12.9% | -108.0% | -95.2% |
| 6M | -98.2% | +4.3% | -102.5% | -98.2% |
| YTD | -97.9% | -8.0% | -89.9% | -97.9% |
| 1Y | -100.0% | -8.6% | -91.4% | -100.0% |
| 3Y | -100.0% | +71.9% | -171.9% | -100.0% |
| 5Y | -100.0% | +50.0% | -150.0% | -100.0% |
| 10Y | -100.0% | +390.1% | -490.1% | -100.0% |
| All | -100.0% | +1,255.2% | -1,355.2% | -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 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