+179.5%
VSH vs CBRE
+381.8%
-202.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.7% |
| 7D | +3.5% | -1.7% | +5.2% | +4.3% |
| 30D | -4.4% | -3.0% | -1.4% | -3.5% |
| 3M | -45.8% | +2.6% | -48.4% | -47.9% |
| 6M | +90.1% | +2.0% | +88.1% | +82.1% |
| YTD | +120.3% | -13.1% | +133.5% | +128.8% |
| 1Y | +112.2% | -13.8% | +126.1% | +121.3% |
| 3Y | +36.6% | +63.9% | -27.3% | -3.6% |
| 5Y | +67.0% | +42.3% | +24.7% | +25.0% |
| 10Y | +179.5% | +401.2% | -221.7% | +8.0% |
| All | +179.5% | +381.8% | -202.3% | +8.0% |
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