+76.8%
UAL vs CBRE
+376.9%
-300.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.5% | -4.9% |
| 7D | +0.7% | -2.8% | +3.5% | +2.9% |
| 30D | +7.8% | +2.2% | +5.6% | +6.0% |
| 3M | -11.1% | -10.1% | -1.0% | -4.4% |
| 6M | +16.1% | -8.0% | +24.1% | +21.7% |
| YTD | -0.5% | -17.6% | +17.1% | +11.8% |
| 1Y | +11.3% | -14.7% | +26.0% | +21.9% |
| 3Y | +192.8% | +80.4% | +112.5% | +75.3% |
| 5Y | +123.3% | +25.9% | +97.4% | +74.8% |
| All | +76.8% | +376.9% | -300.2% | -38.2% |
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