+66.9%
CBRE vs UEC
+156.3%
-89.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -4.0% |
| 7D | -1.5% | +2.6% | -4.1% | -1.7% |
| 30D | -4.0% | +5.6% | -9.6% | -4.5% |
| 3M | +8.0% | -5.7% | +13.7% | +7.9% |
| 6M | +4.0% | -8.0% | +12.0% | +3.6% |
| YTD | -11.5% | +1.8% | -13.3% | -12.5% |
| 1Y | -13.0% | +0.6% | -13.6% | -14.5% |
| 3Y | +66.9% | +155.2% | -88.3% | +51.9% |
| All | +66.9% | +156.3% | -89.4% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling