+165.8%
VXUS vs CBRE
+510.7%
-344.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +0.1% |
| 7D | +0.5% | -0.5% | +1.0% | +0.7% |
| 30D | -2.5% | +3.1% | -5.6% | -3.8% |
| 3M | -4.6% | -6.4% | +1.7% | -3.1% |
| 6M | -2.6% | -7.9% | +5.3% | -1.1% |
| YTD | +10.4% | -16.2% | +26.5% | +14.7% |
| 1Y | +12.9% | -11.2% | +24.1% | +14.9% |
| 3Y | +68.4% | +83.4% | -15.0% | +29.9% |
| 5Y | +47.7% | +28.4% | +19.2% | +26.4% |
| 10Y | +142.2% | +386.8% | -244.6% | +20.2% |
| All | +165.8% | +510.7% | -344.9% | +9.7% |
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