+385.0%
CBRE vs URA
+371.9%
+13.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.1% | -6.9% | -4.6% |
| 7D | -1.5% | +8.1% | -9.6% | -3.6% |
| 30D | -4.0% | +5.8% | -9.8% | -5.7% |
| 3M | +8.0% | +3.4% | +4.6% | +6.1% |
| 6M | +4.0% | -2.6% | +6.6% | +2.9% |
| YTD | -11.5% | +11.2% | -22.7% | -16.7% |
| 1Y | -13.0% | +19.8% | -32.8% | -21.3% |
| 3Y | +66.9% | +121.5% | -54.6% | +17.4% |
| 5Y | +45.0% | +134.5% | -89.4% | -5.5% |
| 10Y | +385.0% | +376.7% | +8.4% | +119.0% |
| All | +385.0% | +371.9% | +13.1% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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