+92.6%
UAL vs CBRE
+397.3%
-304.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.7% | +2.5% |
| 7D | +8.2% | +5.2% | +3.0% | +4.4% |
| 30D | +2.3% | +6.2% | -3.9% | -2.3% |
| 3M | -12.7% | -8.1% | -4.6% | -7.7% |
| 6M | +12.7% | -6.6% | +19.3% | +16.8% |
| YTD | +0.8% | -15.7% | +16.5% | +11.3% |
| 1Y | +17.8% | -9.7% | +27.4% | +23.4% |
| 3Y | +206.7% | +80.4% | +126.3% | +83.4% |
| 5Y | +113.9% | +27.0% | +86.9% | +66.2% |
| All | +92.6% | +397.3% | -304.7% | -36.2% |
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