+1,164.9%
VST vs CBRE
+379.0%
+785.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | +6.6% | -1.8% | +8.3% | +7.3% |
| 30D | -12.4% | +3.3% | -15.7% | -13.9% |
| 3M | -9.0% | -12.4% | +3.4% | -5.1% |
| 6M | -6.4% | -5.4% | -1.1% | -6.3% |
| YTD | -17.2% | -17.2% | 0.0% | -13.3% |
| 1Y | -22.0% | -13.1% | -8.9% | -20.1% |
| 3Y | +296.7% | +81.6% | +215.1% | +198.1% |
| 5Y | +637.6% | +26.4% | +611.2% | +523.5% |
| All | +1,164.9% | +379.0% | +785.8% | +495.8% |
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