-5.9%
VTRS vs CBRE
+2,105.5%
-2,111.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.3% |
| 7D | -3.5% | -1.7% | -1.8% | -3.1% |
| 30D | +2.1% | -3.0% | +5.1% | +2.6% |
| 3M | +2.6% | +2.6% | 0.0% | +1.8% |
| 6M | +17.8% | +2.0% | +15.8% | +16.9% |
| YTD | +35.7% | -13.1% | +48.8% | +38.7% |
| 1Y | +63.5% | -13.8% | +77.3% | +67.2% |
| 3Y | +85.1% | +63.9% | +21.3% | +64.2% |
| 5Y | +42.5% | +42.3% | +0.2% | +29.3% |
| 10Y | -48.2% | +401.2% | -449.4% | -63.8% |
| All | -5.9% | +2,105.5% | -2,111.4% | -62.6% |
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 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