+21.4%
UL vs CBRE
+45.8%
-24.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.3% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +0.9% | -4.0% | +4.9% | +1.6% |
| 3M | +14.2% | +8.0% | +6.2% | +12.5% |
| 6M | -3.2% | +4.0% | -7.2% | -4.1% |
| YTD | -0.3% | -11.5% | +11.2% | +1.0% |
| 1Y | -8.8% | -13.0% | +4.2% | -7.3% |
| 3Y | +23.9% | +66.9% | -43.0% | +7.5% |
| 5Y | +21.4% | +45.0% | -23.7% | +6.6% |
| All | +21.4% | +45.8% | -24.4% | +6.6% |
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