+27.3%
CBRE vs USHY
+19.5%
+7.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.7% |
| 7D | -1.8% | -0.4% | -1.3% | -0.7% |
| 30D | +3.3% | +0.6% | +2.7% | +1.9% |
| 3M | -12.4% | -2.0% | -10.4% | -7.9% |
| 6M | -5.4% | -0.5% | -4.8% | -3.8% |
| YTD | -17.2% | +0.6% | -17.8% | -17.8% |
| 1Y | -13.1% | +2.1% | -15.2% | -16.6% |
| 3Y | +81.6% | +25.3% | +56.2% | +14.9% |
| All | +27.3% | +19.5% | +7.7% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling