+113.0%
VWO vs CBRE
+407.4%
-294.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -1.8% | -5.0% | +3.2% | -0.4% |
| 30D | -0.1% | -4.7% | +4.6% | +1.1% |
| 3M | +2.2% | +6.5% | -4.3% | -0.2% |
| 6M | +8.8% | +6.1% | +2.7% | +6.1% |
| YTD | +12.4% | -12.6% | +25.0% | +15.2% |
| 1Y | +15.6% | -15.3% | +30.9% | +19.4% |
| 3Y | +62.5% | +64.6% | -2.1% | +33.2% |
| 5Y | +34.3% | +45.0% | -10.7% | +12.3% |
| All | +113.0% | +407.4% | -294.4% | +21.8% |
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