+91.8%
CBRE vs UEC
+37.5%
+54.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.1% | -8.2% | +1.2% |
| 7D | +1.0% | +1.5% | -0.4% | +0.8% |
| 30D | +5.6% | -17.1% | +22.7% | +6.8% |
| 3M | -6.8% | -32.3% | +25.6% | -4.6% |
| 6M | -5.6% | -49.7% | +44.2% | -1.7% |
| YTD | -14.1% | -34.8% | +20.7% | -12.7% |
| 1Y | -9.5% | -37.5% | +28.1% | -8.0% |
| 3Y | +91.8% | +37.1% | +54.7% | +77.1% |
| All | +91.8% | +37.5% | +54.2% | +77.1% |
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 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