+4,241.9%
VLO vs CBRE
+2,081.6%
+2,160.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.3% |
| 7D | -6.5% | +1.0% | -7.5% | -6.9% |
| 30D | -17.8% | +5.6% | -23.4% | -19.6% |
| 3M | +19.6% | -6.8% | +26.3% | +21.2% |
| 6M | +49.3% | -5.6% | +54.8% | +49.5% |
| YTD | +122.4% | -14.1% | +136.5% | +126.7% |
| 1Y | +107.4% | -9.5% | +116.9% | +107.5% |
| 3Y | +223.1% | +91.8% | +131.3% | +146.5% |
| 5Y | +432.2% | +30.3% | +401.9% | +351.1% |
| 10Y | +743.6% | +406.9% | +336.8% | +373.8% |
| All | +4,241.9% | +2,081.6% | +2,160.2% | +1,241.3% |
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