+1,798.0%
UMC vs CBRE
+398.3%
+1,399.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.2% |
| 7D | +11.4% | -7.2% | +18.6% | +13.7% |
| 30D | +16.8% | -6.4% | +23.2% | +18.7% |
| 3M | +19.1% | +2.9% | +16.2% | +16.8% |
| 6M | +137.4% | +2.5% | +134.9% | +132.4% |
| YTD | +186.4% | -14.2% | +200.6% | +193.2% |
| 1Y | +229.1% | -15.1% | +244.2% | +237.4% |
| 3Y | +257.9% | +61.9% | +196.0% | +186.5% |
| 5Y | +137.5% | +42.4% | +95.2% | +95.5% |
| All | +1,798.0% | +398.3% | +1,399.6% | +1,108.1% |
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 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