+364.6%
CBRE vs URA
+272.2%
+92.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -0.5% |
| 7D | -2.8% | +4.5% | -7.2% | -4.0% |
| 30D | +2.2% | -13.4% | +15.6% | +6.0% |
| 3M | -10.1% | -28.4% | +18.3% | -2.2% |
| 6M | -8.0% | -40.5% | +32.5% | +4.4% |
| YTD | -17.6% | -24.3% | +6.7% | -14.3% |
| 1Y | -14.7% | -28.8% | +14.1% | -10.0% |
| 3Y | +80.4% | +37.6% | +42.7% | +45.4% |
| 5Y | +25.9% | +30.7% | -4.8% | -1.0% |
| All | +364.6% | +272.2% | +92.3% | +107.0% |
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