+83.4%
CBRE vs UPST
-3.8%
+87.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -8.3% | +5.8% | -1.3% |
| 7D | -0.5% | -4.5% | +4.0% | +0.1% |
| 30D | +3.1% | -15.3% | +18.4% | +5.3% |
| 3M | -6.4% | -32.4% | +26.1% | -1.4% |
| 6M | -7.9% | -29.5% | +21.6% | -4.2% |
| YTD | -16.2% | -53.3% | +37.2% | -8.5% |
| 1Y | -11.2% | -47.4% | +36.1% | -4.7% |
| 3Y | +83.4% | -2.2% | +85.6% | +67.6% |
| All | +83.4% | -3.8% | +87.2% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling