+328.1%
CBRE vs UUUU
-92.0%
+420.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.0% | -1.4% | -0.6% | -1.8% |
| 30D | -2.2% | +16.3% | -18.5% | -3.7% |
| 3M | +12.9% | -16.7% | +29.6% | +14.0% |
| 6M | +4.3% | -33.7% | +38.0% | +7.0% |
| YTD | -8.0% | -0.5% | -7.6% | -10.4% |
| 1Y | -8.6% | +28.9% | -37.4% | -14.4% |
| 3Y | +71.9% | +99.9% | -28.0% | +48.1% |
| 5Y | +50.0% | +135.3% | -85.3% | +22.7% |
| 10Y | +390.1% | +518.4% | -128.3% | +229.1% |
| All | +328.1% | -92.0% | +420.1% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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