+401.2%
CBRE vs UEC
+908.7%
-507.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -3.0% | +1.9% | -4.9% | -3.4% |
| 3M | +2.6% | +8.9% | -6.3% | +0.8% |
| 6M | +2.0% | -14.5% | +16.5% | +2.0% |
| YTD | -13.1% | -0.7% | -12.4% | -15.2% |
| 1Y | -13.8% | -4.1% | -9.8% | -16.6% |
| 3Y | +63.9% | +148.9% | -85.1% | +33.9% |
| 5Y | +42.3% | +300.0% | -257.7% | +2.1% |
| 10Y | +401.2% | +994.3% | -593.2% | +168.5% |
| All | +401.2% | +908.7% | -507.5% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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