+922.6%
VLO vs CBRE
+390.7%
+531.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +5.2% |
| 7D | +5.8% | -1.5% | +7.3% | +6.4% |
| 30D | +28.3% | -4.0% | +32.3% | +30.3% |
| 3M | +48.7% | +8.0% | +40.7% | +40.5% |
| 6M | +71.9% | +4.0% | +67.9% | +63.3% |
| YTD | +138.7% | -11.5% | +150.2% | +143.9% |
| 1Y | +148.5% | -13.0% | +161.5% | +154.8% |
| 3Y | +192.7% | +66.9% | +125.8% | +92.1% |
| 5Y | +601.6% | +45.0% | +556.6% | +376.7% |
| All | +922.6% | +390.7% | +531.9% | +236.5% |
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