+22.1%
VMC vs CBRE
+67.4%
-45.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.1% | -0.4% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | -9.1% | -4.0% | -5.1% | -8.0% |
| 3M | -4.1% | +8.0% | -12.2% | -6.8% |
| 6M | -5.5% | +4.0% | -9.5% | -7.3% |
| YTD | -8.9% | -11.5% | +2.6% | -6.2% |
| 1Y | -12.9% | -13.0% | +0.1% | -9.9% |
| 3Y | +22.1% | +66.9% | -44.8% | +0.7% |
| All | +22.1% | +67.4% | -45.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling