+46.6%
VMC vs CBRE
+30.4%
+16.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.7% |
| 7D | +0.3% | +1.0% | -0.8% | -0.1% |
| 30D | +18.6% | +5.6% | +12.9% | +15.7% |
| 3M | +2.0% | -6.8% | +8.8% | +4.7% |
| 6M | +2.6% | -5.6% | +8.2% | +4.3% |
| YTD | +2.3% | -14.1% | +16.3% | +7.2% |
| 1Y | +1.7% | -9.5% | +11.2% | +3.9% |
| 3Y | +41.7% | +91.8% | -50.1% | -4.3% |
| 5Y | +46.6% | +30.3% | +16.3% | +19.6% |
| All | +46.6% | +30.4% | +16.3% | +19.6% |
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