+386.8%
CBRE vs UEC
+696.7%
-309.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -1.8% |
| 7D | -0.5% | -5.2% | +4.6% | -0.1% |
| 30D | +3.1% | -22.0% | +25.0% | +5.7% |
| 3M | -6.4% | -37.0% | +30.6% | -2.0% |
| 6M | -7.9% | -52.7% | +44.8% | -1.3% |
| YTD | -16.2% | -38.6% | +22.4% | -13.9% |
| 1Y | -11.2% | -44.6% | +33.4% | -8.1% |
| 3Y | +83.4% | +27.1% | +56.3% | +62.4% |
| 5Y | +28.4% | +37.9% | -9.4% | +5.3% |
| 10Y | +386.8% | +631.6% | -244.9% | +185.1% |
| All | +386.8% | +696.7% | -309.9% | +185.1% |
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