+582.7%
CBRE vs URA
-51.6%
+634.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -2.1% |
| 7D | +5.2% | -4.1% | +9.3% | +6.5% |
| 30D | +6.2% | -19.0% | +25.2% | +13.5% |
| 3M | -8.1% | -25.1% | +17.0% | +0.4% |
| 6M | -6.6% | -44.5% | +37.8% | +11.5% |
| YTD | -15.7% | -24.3% | +8.6% | -11.6% |
| 1Y | -9.7% | -28.1% | +18.5% | -4.0% |
| 3Y | +80.4% | +40.7% | +39.7% | +38.7% |
| 5Y | +27.0% | +35.5% | -8.4% | -5.8% |
| 10Y | +412.9% | +281.2% | +131.8% | +110.1% |
| All | +582.7% | -51.6% | +634.3% | +565.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling