+255.6%
UAL vs CBRE
+497.6%
-241.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.7% | +2.3% |
| 7D | +8.2% | +5.2% | +3.0% | +5.7% |
| 30D | +2.3% | +6.2% | -3.9% | -0.6% |
| 3M | -12.7% | -8.1% | -4.6% | -9.3% |
| 6M | +12.7% | -6.6% | +19.3% | +15.7% |
| YTD | +0.8% | -15.7% | +16.5% | +8.1% |
| 1Y | +17.8% | -9.7% | +27.4% | +22.3% |
| 3Y | +206.7% | +80.4% | +126.3% | +129.1% |
| 5Y | +113.9% | +27.0% | +86.9% | +89.0% |
| 10Y | +97.0% | +412.9% | -315.9% | -3.2% |
| All | +255.6% | +497.6% | -241.9% | +11.7% |
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