+104.6%
UL vs CBRE
+388.5%
-283.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +6.8% | +3.1% | +3.7% | +5.9% |
| 3M | +5.7% | -6.4% | +12.1% | +6.8% |
| 6M | +15.9% | -7.9% | +23.8% | +17.3% |
| YTD | +4.3% | -16.2% | +20.4% | +6.8% |
| 1Y | -0.4% | -11.2% | +10.8% | +0.8% |
| 3Y | +35.0% | +83.4% | -48.5% | +15.2% |
| 5Y | +31.6% | +28.4% | +3.2% | +19.2% |
| 10Y | +104.6% | +386.8% | -282.1% | +44.7% |
| All | +104.6% | +388.5% | -283.9% | +44.7% |
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 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