+139.2%
UAL vs CBRE
+50.7%
+88.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | +0.7% | -2.0% | +2.7% | +1.9% |
| 30D | -16.1% | -2.2% | -13.9% | -15.2% |
| 3M | +6.1% | +12.9% | -6.8% | -3.4% |
| 6M | +10.8% | +4.3% | +6.5% | +6.4% |
| YTD | -0.4% | -8.0% | +7.7% | +3.3% |
| 1Y | +5.0% | -8.6% | +13.6% | +9.1% |
| 3Y | +124.0% | +71.9% | +52.1% | +42.9% |
| All | +139.2% | +50.7% | +88.4% | +67.3% |
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