+5,804.0%
VRTX vs CBRE
+2,234.5%
+3,569.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | +0.8% | -2.0% | +2.8% | +1.2% |
| 30D | +12.6% | -2.2% | +14.8% | +13.0% |
| 3M | +23.6% | +12.9% | +10.7% | +19.9% |
| 6M | +14.3% | +4.3% | +10.0% | +12.6% |
| YTD | +20.5% | -8.0% | +28.5% | +21.5% |
| 1Y | +37.6% | -8.6% | +46.1% | +38.9% |
| 3Y | +55.5% | +71.9% | -16.3% | +34.3% |
| 5Y | +175.7% | +50.0% | +125.7% | +141.7% |
| 10Y | +474.2% | +390.1% | +84.1% | +269.4% |
| All | +5,804.0% | +2,234.5% | +3,569.5% | +1,908.2% |
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