+1,272.7%
UMC vs CBRE
+379.0%
+893.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +11.2% | -1.8% | +13.0% | +11.8% |
| 30D | -28.0% | +3.3% | -31.3% | -28.9% |
| 3M | -20.5% | -12.4% | -8.2% | -17.8% |
| 6M | -1.6% | -5.4% | +3.8% | -1.5% |
| YTD | +99.4% | -17.2% | +116.6% | +105.9% |
| 1Y | +120.4% | -13.1% | +133.5% | +123.6% |
| 3Y | +134.2% | +81.6% | +52.7% | +79.3% |
| 5Y | +78.8% | +26.4% | +52.4% | +51.4% |
| All | +1,272.7% | +379.0% | +893.7% | +749.0% |
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