+420.0%
VLO vs CBRE
+26.4%
+393.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.2% |
| 7D | -13.3% | +5.2% | -18.5% | -14.3% |
| 30D | -18.3% | +6.2% | -24.5% | -19.5% |
| 3M | +14.3% | -8.1% | +22.4% | +15.8% |
| 6M | +47.6% | -6.6% | +54.3% | +48.5% |
| YTD | +116.0% | -15.7% | +131.7% | +120.8% |
| 1Y | +101.0% | -9.7% | +110.7% | +101.0% |
| 3Y | +199.0% | +80.4% | +118.6% | +139.3% |
| All | +420.0% | +26.4% | +393.6% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling