+587.8%
VRSK vs CBRE
+1,129.6%
-541.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.9% |
| 7D | -5.4% | -1.7% | -3.7% | -5.0% |
| 30D | -1.8% | -3.0% | +1.2% | -1.1% |
| 3M | -2.2% | +2.6% | -4.9% | -2.9% |
| 6M | -14.9% | +2.0% | -16.9% | -15.6% |
| YTD | -20.0% | -13.1% | -6.9% | -18.0% |
| 1Y | -33.1% | -13.8% | -19.3% | -31.4% |
| 3Y | -25.6% | +63.9% | -89.5% | -36.1% |
| 5Y | -10.1% | +42.3% | -52.5% | -21.1% |
| 10Y | +128.4% | +401.2% | -272.8% | +46.8% |
| All | +587.8% | +1,129.6% | -541.8% | +280.9% |
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