-13.4%
CBRE vs UPST
-47.4%
+34.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -4.6% | -12.1% | +7.4% | -1.9% |
| 30D | +3.0% | -13.4% | +16.4% | +5.8% |
| 3M | -8.7% | -31.2% | +22.5% | -1.7% |
| 6M | -7.9% | -28.3% | +20.4% | -2.8% |
| YTD | -16.3% | -53.0% | +36.7% | -2.4% |
| All | -13.4% | -47.4% | +34.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling