+50.9%
CBRE vs UPST
-88.8%
+139.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -2.0% | -3.5% | +1.6% | -1.6% |
| 30D | -2.2% | -7.1% | +4.9% | -1.4% |
| 3M | +12.9% | -13.1% | +26.0% | +14.4% |
| 6M | +4.3% | -1.1% | +5.4% | +3.4% |
| YTD | -8.0% | -35.9% | +27.8% | -4.3% |
| 1Y | -8.6% | -57.4% | +48.9% | -1.0% |
| 3Y | +71.9% | -14.9% | +86.7% | +59.4% |
| All | +50.9% | -88.8% | +139.7% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling