-50.0%
VTRS vs CBRE
+407.4%
-457.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -0.3% |
| 30D | +3.3% | -4.7% | +8.0% | +4.8% |
| 3M | +2.0% | +6.5% | -4.5% | -0.9% |
| 6M | +19.9% | +6.1% | +13.9% | +16.5% |
| YTD | +35.7% | -12.6% | +48.3% | +40.5% |
| 1Y | +68.1% | -15.3% | +83.4% | +75.7% |
| 3Y | +87.1% | +64.6% | +22.5% | +46.9% |
| 5Y | +47.6% | +45.0% | +2.7% | +19.3% |
| All | -50.0% | +407.4% | -457.4% | -73.6% |
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