+104.8%
CBRE vs UPST
-21.5%
+126.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.8% | -1.7% |
| 7D | -0.5% | -4.5% | +4.0% | -0.1% |
| 30D | +3.1% | -15.3% | +18.4% | +4.5% |
| 3M | -6.4% | -32.4% | +26.1% | -3.2% |
| 6M | -7.9% | -29.5% | +21.6% | -5.6% |
| YTD | -16.2% | -53.3% | +37.2% | -11.3% |
| 1Y | -11.2% | -47.4% | +36.1% | -7.2% |
| 3Y | +83.4% | -2.2% | +85.6% | +75.5% |
| 5Y | +28.4% | -92.0% | +120.5% | +23.0% |
| All | +104.8% | -21.5% | +126.3% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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