+273.5%
CBRE vs USHY
+50.7%
+222.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -2.0% | -0.1% | -1.8% | -1.7% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +12.9% | +0.8% | +12.1% | +10.8% |
| 6M | +4.3% | +1.7% | +2.6% | +0.3% |
| YTD | -8.0% | +2.5% | -10.5% | -13.0% |
| 1Y | -8.6% | +4.4% | -13.0% | -17.1% |
| 3Y | +71.9% | +27.4% | +44.5% | 0.0% |
| 5Y | +50.0% | +21.7% | +28.3% | +0.5% |
| All | +273.5% | +50.7% | +222.7% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling