+840.0%
VTR vs CBRE
+2,001.9%
-1,161.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -1.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.8% |
| 30D | +5.5% | +3.3% | +2.2% | +3.8% |
| 3M | -0.9% | -12.4% | +11.4% | +3.5% |
| 6M | -0.4% | -5.4% | +4.9% | +0.4% |
| YTD | +17.0% | -17.2% | +34.2% | +22.3% |
| 1Y | +18.0% | -13.1% | +31.0% | +20.8% |
| 3Y | +127.4% | +81.6% | +45.8% | +69.6% |
| 5Y | +92.3% | +26.4% | +65.8% | +62.6% |
| 10Y | +129.6% | +381.6% | -252.0% | +16.2% |
| All | +840.0% | +2,001.9% | -1,161.9% | +117.2% |
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