+251.3%
UAL vs CBRE
+552.0%
-300.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | -16.1% | -2.2% | -13.9% | -15.4% |
| 3M | +6.1% | +12.9% | -6.8% | -0.2% |
| 6M | +10.8% | +4.3% | +6.5% | +8.1% |
| YTD | -0.4% | -8.0% | +7.7% | +2.5% |
| 1Y | +5.0% | -8.6% | +13.6% | +8.2% |
| 3Y | +124.0% | +71.9% | +52.1% | +71.1% |
| 5Y | +141.0% | +50.0% | +91.0% | +97.0% |
| 10Y | +118.0% | +390.1% | -272.0% | +8.4% |
| All | +251.3% | +552.0% | -300.7% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling