+229.1%
UMC vs CBRE
-15.0%
+244.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.7% |
| 7D | +11.4% | -7.2% | +18.6% | +10.2% |
| 30D | +16.8% | -6.4% | +23.2% | +15.8% |
| 3M | +19.1% | +2.9% | +16.2% | +19.8% |
| 6M | +137.4% | +2.5% | +134.9% | +141.2% |
| YTD | +186.4% | -14.2% | +200.6% | +179.4% |
| 1Y | +229.1% | -15.1% | +244.2% | +214.2% |
| All | +229.1% | -15.0% | +244.1% | +214.2% |
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