+105.8%
CBRE vs UPST
-15.8%
+121.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | +5.2% | -4.9% | +10.1% | +5.6% |
| 30D | +6.2% | -8.9% | +15.1% | +7.0% |
| 3M | -8.1% | -26.3% | +18.2% | -5.8% |
| 6M | -6.6% | -23.7% | +17.1% | -4.9% |
| YTD | -15.7% | -49.9% | +34.2% | -11.4% |
| 1Y | -9.7% | -42.0% | +32.3% | -6.3% |
| 3Y | +80.4% | -25.3% | +105.7% | +74.9% |
| 5Y | +27.0% | -93.4% | +120.4% | +20.9% |
| All | +105.8% | -15.8% | +121.7% | +104.5% |
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