+254.9%
CBRE vs USHY
+49.7%
+205.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -5.0% | -0.7% | -4.3% | -3.4% |
| 30D | -4.7% | -0.7% | -4.0% | -3.0% |
| 3M | +6.5% | +0.1% | +6.5% | +6.5% |
| 6M | +6.1% | +1.8% | +4.3% | +1.9% |
| YTD | -12.6% | +1.8% | -14.4% | -15.9% |
| 1Y | -15.3% | +3.3% | -18.6% | -21.2% |
| 3Y | +64.6% | +27.0% | +37.6% | -3.4% |
| 5Y | +45.0% | +21.0% | +24.0% | -1.5% |
| All | +254.9% | +49.7% | +205.2% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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