-15.1%
CBRE vs UMAC
+138.6%
-153.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.2% |
| 7D | -7.2% | -4.0% | -3.2% | -7.2% |
| 30D | -6.4% | -9.4% | +3.0% | -6.4% |
| 3M | +2.9% | +3.0% | 0.0% | +3.0% |
| 6M | +2.5% | +27.2% | -24.7% | +2.1% |
| YTD | -14.2% | +84.7% | -98.9% | -15.9% |
| 1Y | -15.1% | +136.5% | -151.6% | -18.3% |
| All | -15.1% | +138.6% | -153.8% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling