+83.4%
CBRE vs WU
-20.5%
+103.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.8% |
| 7D | -0.5% | +11.0% | -11.6% | -3.5% |
| 30D | +3.1% | +13.4% | -10.3% | -0.6% |
| 3M | -6.4% | +2.2% | -8.6% | -7.2% |
| 6M | -7.9% | -18.2% | +10.3% | -3.8% |
| YTD | -16.2% | -18.3% | +2.1% | -12.5% |
| 1Y | -11.2% | -12.2% | +0.9% | -9.3% |
| 3Y | +83.4% | -20.8% | +104.2% | +87.3% |
| All | +83.4% | -20.5% | +103.9% | +87.3% |
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