+7.2%
VNQ vs CBRE
+43.6%
-36.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -1.3% | -5.0% | +3.7% | +0.8% |
| 30D | -2.6% | -4.7% | +2.1% | -0.9% |
| 3M | -2.0% | +6.5% | -8.5% | -5.2% |
| 6M | +4.3% | +6.1% | -1.7% | +0.7% |
| YTD | +9.2% | -12.6% | +21.8% | +13.4% |
| 1Y | +5.6% | -15.3% | +20.9% | +11.1% |
| 3Y | +30.8% | +64.6% | -33.8% | -3.7% |
| All | +7.2% | +43.6% | -36.3% | -19.8% |
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