+121.2%
VSH vs CBRE
+388.5%
-267.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.9% | +2.8% |
| 7D | -1.6% | -0.5% | -1.0% | -1.1% |
| 30D | -21.3% | +3.1% | -24.3% | -23.0% |
| 3M | -18.9% | -6.4% | -12.5% | -17.1% |
| 6M | -21.4% | -7.9% | -13.5% | -20.4% |
| YTD | +86.8% | -16.2% | +103.0% | +96.6% |
| 1Y | +85.8% | -11.2% | +97.0% | +88.6% |
| 3Y | +30.1% | +83.4% | -53.3% | -14.6% |
| 5Y | +42.8% | +28.4% | +14.4% | +12.8% |
| 10Y | +121.2% | +386.8% | -265.6% | -12.2% |
| All | +121.2% | +388.5% | -267.3% | -12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling