+29.9%
VNQ vs CBRE
+61.2%
-31.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.6% | -7.2% | +4.6% | 0.0% |
| 30D | -2.3% | -6.4% | +4.1% | -0.2% |
| 3M | -2.8% | +2.9% | -5.7% | -4.3% |
| 6M | +2.5% | +2.5% | 0.0% | +0.7% |
| YTD | +8.4% | -14.2% | +22.6% | +12.9% |
| 1Y | +6.8% | -15.1% | +21.9% | +11.5% |
| All | +29.9% | +61.2% | -31.3% | -6.2% |
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