+848.5%
VTR vs CBRE
+2,234.5%
-1,385.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.0% |
| 30D | -2.4% | -2.2% | -0.3% | -1.9% |
| 3M | +14.8% | +12.9% | +1.9% | +8.8% |
| 6M | +5.3% | +4.3% | +1.0% | +2.4% |
| YTD | +18.1% | -8.0% | +26.1% | +19.1% |
| 1Y | +36.7% | -8.6% | +45.3% | +37.7% |
| 3Y | +130.1% | +71.9% | +58.2% | +76.1% |
| 5Y | +89.5% | +50.0% | +39.5% | +50.4% |
| 10Y | +87.4% | +390.1% | -302.7% | -5.7% |
| All | +848.5% | +2,234.5% | -1,385.9% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling