+4,411.9%
VLO vs CBRE
+2,234.5%
+2,177.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +5.2% | -2.0% | +7.2% | +5.8% |
| 30D | +22.6% | -2.2% | +24.8% | +23.1% |
| 3M | +43.8% | +12.9% | +30.9% | +37.0% |
| 6M | +65.7% | +4.3% | +61.4% | +60.9% |
| YTD | +131.1% | -8.0% | +139.1% | +131.9% |
| 1Y | +143.6% | -8.6% | +152.2% | +144.2% |
| 3Y | +201.4% | +71.9% | +129.5% | +139.6% |
| 5Y | +568.9% | +50.0% | +518.9% | +444.2% |
| 10Y | +891.8% | +390.1% | +501.8% | +463.9% |
| All | +4,411.9% | +2,234.5% | +2,177.4% | +1,272.3% |
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