+96.5%
UAL vs CBRE
+387.8%
-291.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.7% |
| 7D | +2.3% | -4.6% | +6.9% | +6.0% |
| 30D | +13.3% | +3.0% | +10.4% | +10.9% |
| 3M | -6.3% | -8.7% | +2.4% | -0.4% |
| 6M | +22.5% | -7.9% | +30.4% | +28.3% |
| YTD | +5.9% | -16.3% | +22.2% | +17.5% |
| 1Y | +24.7% | -13.1% | +37.8% | +34.6% |
| 3Y | +211.6% | +83.1% | +128.5% | +84.2% |
| 5Y | +130.6% | +27.7% | +102.8% | +78.4% |
| 10Y | +96.5% | +386.9% | -290.4% | -34.8% |
| All | +96.5% | +387.8% | -291.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling