+1,148.7%
VUG vs CBRE
+2,039.6%
-890.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | +5.2% | -8.6% | -4.5% |
| 30D | -11.1% | +6.2% | -17.3% | -12.4% |
| 3M | -7.2% | -8.1% | +0.8% | -5.9% |
| 6M | -4.1% | -6.6% | +2.5% | -3.4% |
| YTD | +1.4% | -15.7% | +17.1% | +4.0% |
| 1Y | +1.9% | -9.7% | +11.6% | +2.9% |
| 3Y | +77.7% | +80.4% | -2.7% | +52.6% |
| 5Y | +57.6% | +27.0% | +30.6% | +45.3% |
| 10Y | +398.6% | +412.9% | -14.3% | +238.7% |
| All | +1,148.7% | +2,039.6% | -890.9% | +440.5% |
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