+176.4%
VRTX vs CBRE
+45.8%
+130.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.3% |
| 7D | -3.4% | -1.5% | -1.9% | -3.1% |
| 30D | +6.6% | -4.0% | +10.6% | +7.5% |
| 3M | +19.4% | +8.0% | +11.4% | +16.9% |
| 6M | +15.8% | +4.0% | +11.8% | +14.1% |
| YTD | +16.7% | -11.5% | +28.2% | +19.0% |
| 1Y | +33.8% | -13.0% | +46.8% | +36.9% |
| 3Y | +54.2% | +66.9% | -12.7% | +33.0% |
| 5Y | +176.4% | +45.0% | +131.3% | +140.1% |
| All | +176.4% | +45.8% | +130.6% | +140.1% |
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