+398.6%
CBRE vs URA
+278.3%
+120.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.8% |
| 7D | +5.2% | -4.1% | +9.3% | +6.3% |
| 30D | +6.2% | -19.0% | +25.2% | +12.1% |
| 3M | -8.1% | -25.1% | +17.0% | -1.3% |
| 6M | -6.6% | -44.5% | +37.8% | +8.0% |
| YTD | -15.7% | -24.3% | +8.6% | -12.3% |
| 1Y | -9.7% | -28.1% | +18.5% | -4.9% |
| 3Y | +80.4% | +40.7% | +39.7% | +44.4% |
| 5Y | +27.0% | +35.5% | -8.4% | -1.4% |
| All | +398.6% | +278.3% | +120.3% | +130.3% |
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