+341.6%
VZ vs CBRE
+2,039.6%
-1,698.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +2.1% | +5.2% | -3.0% | +1.4% |
| 30D | +1.4% | +6.2% | -4.9% | +0.4% |
| 3M | -1.3% | -8.1% | +6.8% | -0.3% |
| 6M | -0.5% | -6.6% | +6.1% | +0.1% |
| YTD | +19.6% | -15.7% | +35.4% | +21.4% |
| 1Y | +22.4% | -9.7% | +32.0% | +22.9% |
| 3Y | +55.9% | +80.4% | -24.5% | +39.9% |
| 5Y | +20.4% | +27.0% | -6.6% | +12.4% |
| 10Y | +66.9% | +412.9% | -346.0% | +23.7% |
| All | +341.6% | +2,039.6% | -1,698.0% | +135.8% |
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 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