+614.6%
VLO vs CBRE
+42.7%
+571.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | +6.2% | -1.7% | +7.9% | +6.5% |
| 30D | +23.5% | -3.0% | +26.5% | +24.0% |
| 3M | +53.9% | +2.6% | +51.2% | +52.0% |
| 6M | +81.7% | +2.0% | +79.7% | +78.5% |
| YTD | +142.5% | -13.1% | +155.6% | +147.1% |
| 1Y | +145.4% | -13.8% | +159.3% | +150.1% |
| 3Y | +197.3% | +63.9% | +133.5% | +145.5% |
| 5Y | +614.6% | +42.3% | +572.3% | +496.7% |
| All | +614.6% | +42.7% | +571.9% | +496.7% |
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