+263.0%
UMC vs CBRE
+63.2%
+199.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.2% |
| 7D | +13.6% | -1.7% | +15.3% | +13.7% |
| 30D | +20.8% | -3.0% | +23.7% | +21.0% |
| 3M | +16.1% | +2.6% | +13.5% | +15.1% |
| 6M | +137.3% | +2.0% | +135.3% | +135.5% |
| YTD | +193.8% | -13.1% | +206.9% | +197.9% |
| 1Y | +236.1% | -13.8% | +249.9% | +240.8% |
| All | +263.0% | +63.2% | +199.8% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling