+27.3%
CBRE vs UPST
-92.5%
+119.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -1.8% | -10.6% | +8.9% | -0.4% |
| 30D | +3.3% | -14.0% | +17.3% | +5.0% |
| 3M | -12.4% | -36.8% | +24.5% | -7.5% |
| 6M | -5.4% | -27.5% | +22.2% | -2.4% |
| YTD | -17.2% | -55.3% | +38.1% | -10.0% |
| 1Y | -13.1% | -47.5% | +34.5% | -7.5% |
| 3Y | +81.6% | -10.4% | +92.0% | +68.7% |
| All | +27.3% | -92.5% | +119.8% | +22.5% |
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