+1,112.0%
VST vs CBRE
+397.3%
+714.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.2% | +10.8% |
| 7D | -9.8% | +5.2% | -15.0% | -11.9% |
| 30D | -25.1% | +6.2% | -31.4% | -27.3% |
| 3M | -11.6% | -8.1% | -3.5% | -9.6% |
| 6M | -20.9% | -6.6% | -14.3% | -20.3% |
| YTD | -22.3% | -15.7% | -6.6% | -19.2% |
| 1Y | -32.0% | -9.7% | -22.4% | -31.4% |
| 3Y | +262.4% | +80.4% | +182.0% | +173.3% |
| 5Y | +563.4% | +27.0% | +536.3% | +460.2% |
| All | +1,112.0% | +397.3% | +714.8% | +474.9% |
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 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