+487.1%
UL vs CBRE
+2,024.9%
-1,537.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.7% | -4.6% | +2.9% | -1.0% |
| 30D | +4.5% | +3.0% | +1.5% | +3.9% |
| 3M | +5.5% | -8.7% | +14.2% | +6.7% |
| 6M | +17.0% | -7.9% | +24.9% | +18.1% |
| YTD | +3.2% | -16.3% | +19.5% | +5.2% |
| 1Y | -1.9% | -13.1% | +11.2% | -0.5% |
| 3Y | +33.6% | +83.1% | -49.6% | +19.7% |
| 5Y | +31.5% | +27.7% | +3.8% | +23.1% |
| 10Y | +103.9% | +386.9% | -283.0% | +52.3% |
| All | +487.1% | +2,024.9% | -1,537.8% | +211.1% |
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