+382.8%
VNQ vs CBRE
+1,685.9%
-1,303.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.6% | -7.2% | +4.6% | +0.2% |
| 30D | -2.3% | -6.4% | +4.1% | -0.1% |
| 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% |
| 3Y | +29.9% | +61.9% | -32.0% | +4.2% |
| 5Y | +7.2% | +42.4% | -35.2% | -11.0% |
| 10Y | +62.5% | +395.1% | -332.6% | -20.1% |
| All | +382.8% | +1,685.9% | -1,303.1% | +17.9% |
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