+644.8%
CBRE vs URA
-31.1%
+675.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -2.0% | +1.1% | -3.0% | -2.3% |
| 30D | -2.2% | +7.4% | -9.6% | -4.8% |
| 3M | +12.9% | -8.4% | +21.3% | +14.8% |
| 6M | +4.3% | -12.7% | +17.0% | +6.8% |
| YTD | -8.0% | +7.8% | -15.8% | -13.8% |
| 1Y | -8.6% | +19.5% | -28.0% | -19.2% |
| 3Y | +71.9% | +116.4% | -44.5% | +13.9% |
| 5Y | +50.0% | +134.3% | -84.3% | -10.3% |
| 10Y | +390.1% | +359.3% | +30.8% | +94.2% |
| All | +644.8% | -31.1% | +675.9% | +549.3% |
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 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