+101.1%
UAL vs CBRE
+388.5%
-287.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +2.0% |
| 7D | +12.5% | -0.5% | +13.0% | +13.1% |
| 30D | +12.2% | +3.1% | +9.1% | +9.7% |
| 3M | -2.6% | -6.4% | +3.8% | +1.5% |
| 6M | +21.1% | -7.9% | +29.0% | +26.7% |
| YTD | +7.8% | -16.2% | +24.0% | +19.5% |
| 1Y | +25.4% | -11.2% | +36.6% | +33.1% |
| 3Y | +217.3% | +83.4% | +133.9% | +87.4% |
| 5Y | +132.9% | +28.4% | +104.4% | +79.4% |
| 10Y | +101.1% | +386.8% | -285.6% | -32.2% |
| All | +101.1% | +388.5% | -287.4% | -32.2% |
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