+736.6%
VMC vs CBRE
+2,081.6%
-1,345.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.9% |
| 7D | +0.3% | +1.0% | -0.8% | 0.0% |
| 30D | +18.6% | +5.6% | +12.9% | +16.5% |
| 3M | +2.0% | -6.8% | +8.8% | +4.1% |
| 6M | +2.6% | -5.6% | +8.2% | +3.9% |
| YTD | +2.3% | -14.1% | +16.3% | +6.0% |
| 1Y | +1.7% | -9.5% | +11.2% | +3.6% |
| 3Y | +41.7% | +91.8% | -50.1% | +11.6% |
| 5Y | +46.6% | +30.3% | +16.3% | +29.6% |
| 10Y | +140.3% | +406.9% | -266.6% | +36.8% |
| All | +736.6% | +2,081.6% | -1,345.0% | +184.3% |
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