+373.4%
VST vs CBRE
+72.5%
+300.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +8.9% | -2.0% | +10.9% | +9.6% |
| 30D | +6.2% | -2.2% | +8.4% | +6.8% |
| 3M | -2.7% | +12.9% | -15.6% | -8.0% |
| 6M | -8.4% | +4.3% | -12.7% | -10.7% |
| YTD | -7.2% | -8.0% | +0.8% | -5.6% |
| 1Y | -20.9% | -8.6% | -12.3% | -19.7% |
| All | +373.4% | +72.5% | +300.9% | +276.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling