-95.3%
CRE price history and return analytics
+17.8%
-113.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +3.0% |
| 7D | +1.6% | -2.3% | +3.9% | +0.9% |
| 30D | -5.7% | -5.0% | -0.7% | -7.7% |
| 3M | -7.7% | -4.9% | -2.9% | -9.8% |
| 6M | -9.4% | -1.5% | -7.9% | -8.5% |
| YTD | -9.8% | +8.5% | -18.3% | -7.6% |
| 1Y | -53.6% | +11.4% | -65.0% | -52.5% |
| All | -95.3% | +17.8% | -113.0% | -93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling