+210.6%
UAL vs CBRE
+84.7%
+125.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.7% |
| 7D | +2.3% | -4.6% | +6.9% | +5.3% |
| 30D | +13.3% | +3.0% | +10.4% | +11.4% |
| 3M | -6.3% | -8.7% | +2.4% | -1.3% |
| 6M | +22.5% | -7.9% | +30.4% | +27.8% |
| YTD | +5.9% | -16.3% | +22.2% | +15.9% |
| 1Y | +24.7% | -13.1% | +37.8% | +33.3% |
| All | +210.6% | +84.7% | +125.9% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling