+115.0%
UMC vs CBRE
-6.2%
+121.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -1.4% |
| 7D | -14.7% | +14.1% | -28.7% | -12.8% |
| 30D | -32.9% | +9.0% | -41.9% | -31.6% |
| 3M | -22.2% | -6.6% | -15.6% | -22.6% |
| 6M | +25.9% | +0.8% | +25.1% | +28.4% |
| YTD | +107.9% | -12.2% | +120.2% | +102.1% |
| 1Y | +115.0% | -6.8% | +121.9% | +106.6% |
| All | +115.0% | -6.2% | +121.2% | +106.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling