-11.3%
VRSK vs CBRE
+41.0%
-52.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -7.7% | -7.2% | -0.5% | -5.9% |
| 30D | -2.8% | -6.4% | +3.6% | -1.1% |
| 3M | -3.7% | +2.9% | -6.6% | -4.4% |
| 6M | -12.8% | +2.5% | -15.3% | -13.6% |
| YTD | -21.0% | -14.2% | -6.8% | -18.6% |
| 1Y | -32.5% | -15.1% | -17.3% | -30.3% |
| 3Y | -26.5% | +61.9% | -88.4% | -39.1% |
| All | -11.3% | +41.0% | -52.3% | -24.6% |
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 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