+64.4%
UL vs CBRE
+407.4%
-343.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.3% |
| 7D | -3.4% | -5.0% | +1.6% | -2.4% |
| 30D | +0.5% | -4.7% | +5.2% | +1.4% |
| 3M | +7.2% | +6.5% | +0.7% | +5.8% |
| 6M | -3.1% | +6.1% | -9.1% | -4.4% |
| YTD | -2.7% | -12.6% | +9.9% | -0.9% |
| 1Y | -10.2% | -15.3% | +5.1% | -8.1% |
| 3Y | +20.3% | +64.6% | -44.4% | +5.2% |
| 5Y | +19.9% | +45.0% | -25.0% | +6.1% |
| All | +64.4% | +407.4% | -343.1% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling