+148.5%
VLO vs CBRE
-12.5%
+160.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +2.8% |
| 7D | +5.8% | -1.5% | +7.3% | +5.5% |
| 30D | +28.3% | -4.0% | +32.3% | +27.7% |
| 3M | +48.7% | +8.0% | +40.7% | +50.4% |
| 6M | +71.9% | +4.0% | +67.9% | +72.8% |
| YTD | +138.7% | -11.5% | +150.2% | +136.9% |
| 1Y | +148.5% | -13.0% | +161.5% | +141.4% |
| All | +148.5% | -12.5% | +160.9% | +141.4% |
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