-26.6%
VRSK vs CBRE
+64.1%
-90.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.1% |
| 7D | -5.2% | -5.0% | -0.2% | -4.3% |
| 30D | -2.3% | -4.7% | +2.4% | -1.5% |
| 3M | -2.9% | +6.5% | -9.4% | -3.6% |
| 6M | -12.8% | +6.1% | -18.9% | -13.5% |
| YTD | -20.8% | -12.6% | -8.2% | -19.8% |
| 1Y | -33.2% | -15.3% | -17.9% | -32.2% |
| 3Y | -26.6% | +64.6% | -91.2% | -29.6% |
| All | -26.6% | +64.1% | -90.7% | -29.6% |
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 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