+66.9%
CBRE vs WU
-27.2%
+94.1%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.5% | -1.3% | -3.1% |
| 7D | -1.5% | -0.8% | -0.7% | -1.3% |
| 30D | -4.0% | -1.1% | -2.9% | -3.7% |
| 3M | +8.0% | -1.8% | +9.8% | +7.4% |
| 6M | +4.0% | -23.9% | +27.9% | +10.8% |
| YTD | -11.5% | -20.4% | +8.9% | -6.9% |
| 1Y | -13.0% | -10.6% | -2.4% | -11.6% |
| 3Y | +66.9% | -27.7% | +94.6% | +72.4% |
| All | +66.9% | -27.2% | +94.1% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling