+460.5%
CBRE vs WU
-22.0%
+482.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +2.0% |
| 7D | -4.6% | +2.1% | -6.8% | -6.6% |
| 30D | +3.0% | +10.1% | -7.2% | -4.4% |
| 3M | -8.7% | -1.1% | -7.6% | -8.9% |
| 6M | -7.9% | -19.8% | +11.9% | +3.5% |
| YTD | -16.3% | -20.8% | +4.5% | -6.1% |
| 1Y | -13.1% | -15.1% | +2.0% | -7.8% |
| 3Y | +83.1% | -23.2% | +106.3% | +95.5% |
| 5Y | +27.7% | -42.6% | +70.3% | +61.6% |
| 10Y | +386.9% | -38.9% | +425.8% | +428.2% |
| All | +460.5% | -22.0% | +482.5% | +339.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling