+328.8%
CBRE vs UEC
+73.5%
+255.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -2.0% | -6.9% | +5.0% | -1.2% |
| 30D | -2.2% | +7.6% | -9.8% | -3.3% |
| 3M | +12.9% | -18.4% | +31.3% | +14.4% |
| 6M | +4.3% | -23.3% | +27.6% | +5.6% |
| YTD | -8.0% | -1.2% | -6.8% | -10.2% |
| 1Y | -8.6% | +2.3% | -10.9% | -12.2% |
| 3Y | +71.9% | +162.3% | -90.4% | +40.2% |
| 5Y | +50.0% | +287.2% | -237.2% | +9.0% |
| 10Y | +390.1% | +1,009.6% | -619.6% | +170.0% |
| All | +328.8% | +73.5% | +255.3% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling