+116.5%
UAL vs CBRE
+26.1%
+90.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.0% |
| 7D | -3.0% | -1.8% | -1.3% | -1.8% |
| 30D | +10.5% | +3.3% | +7.2% | +8.0% |
| 3M | -13.5% | -12.4% | -1.1% | -5.6% |
| 6M | +14.2% | -5.4% | +19.6% | +17.2% |
| YTD | -2.2% | -17.2% | +15.0% | +9.0% |
| 1Y | +12.5% | -13.1% | +25.6% | +21.1% |
| 3Y | +186.8% | +81.6% | +105.3% | +73.0% |
| All | +116.5% | +26.1% | +90.4% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling