+152.5%
VMC vs CBRE
+381.8%
-229.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.4% | -2.4% |
| 7D | -5.3% | -1.7% | -3.6% | -4.7% |
| 30D | -12.3% | -3.0% | -9.3% | -11.3% |
| 3M | -10.3% | +2.6% | -12.9% | -11.9% |
| 6M | -8.6% | +2.0% | -10.6% | -10.4% |
| YTD | -11.9% | -13.1% | +1.2% | -7.7% |
| 1Y | -13.9% | -13.8% | -0.1% | -9.8% |
| 3Y | +18.2% | +63.9% | -45.7% | -13.2% |
| 5Y | +47.7% | +42.3% | +5.4% | +14.3% |
| 10Y | +152.5% | +401.2% | -248.7% | -0.3% |
| All | +152.5% | +381.8% | -229.3% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling