-49.7%
CRE price history and return analytics
+11.9%
-61.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | -0.6% | +12.9% | +12.1% |
| 7D | +20.2% | +2.9% | +17.3% | +21.5% |
| 30D | +8.1% | -2.5% | +10.7% | +6.8% |
| 3M | +3.1% | -3.3% | +6.4% | +1.2% |
| 6M | +21.7% | +1.5% | +20.1% | +25.3% |
| YTD | +5.3% | +11.4% | -6.0% | +3.9% |
| 1Y | -49.7% | +11.9% | -61.6% | -50.3% |
| All | -49.7% | +11.9% | -61.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1y: compounded portfolio wealth divided by compounded VT 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…
1y analysis · Full analysis span regression · 6 months rolling