-100.0%
VIVK vs CBRE
+1,120.2%
-1,220.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.4% | -7.9% | -7.5% |
| 7D | -57.7% | -1.8% | -55.9% | -57.6% |
| 30D | -87.3% | +3.3% | -90.6% | -87.4% |
| 3M | -98.9% | -12.4% | -86.5% | -98.9% |
| 6M | -100.0% | -5.4% | -94.6% | -100.0% |
| YTD | -100.0% | -17.2% | -82.8% | -100.0% |
| 1Y | -100.0% | -13.1% | -86.9% | -100.0% |
| 3Y | -100.0% | +81.6% | -181.6% | -100.0% |
| 5Y | -100.0% | +26.4% | -126.4% | -100.0% |
| 10Y | -100.0% | +381.6% | -481.6% | -100.0% |
| All | -100.0% | +1,120.2% | -1,220.2% | -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