+145.3%
UMC vs CBRE
+42.7%
+102.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.6% |
| 7D | +13.6% | -1.7% | +15.3% | +14.0% |
| 30D | +20.8% | -3.0% | +23.7% | +21.5% |
| 3M | +16.1% | +2.6% | +13.5% | +13.6% |
| 6M | +137.3% | +2.0% | +135.3% | +131.7% |
| YTD | +193.8% | -13.1% | +206.9% | +201.1% |
| 1Y | +236.1% | -13.8% | +249.9% | +244.4% |
| 3Y | +267.1% | +63.9% | +203.2% | +155.4% |
| 5Y | +145.3% | +42.3% | +102.9% | +75.9% |
| All | +145.3% | +42.7% | +102.6% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling