+808.7%
UMC vs CBRE
+2,234.5%
-1,425.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +5.0% | -2.0% | +6.9% | +5.6% |
| 30D | +7.7% | -2.2% | +9.9% | +8.2% |
| 3M | +1.7% | +12.9% | -11.2% | -3.5% |
| 6M | +113.9% | +4.3% | +109.6% | +107.9% |
| YTD | +168.9% | -8.0% | +176.9% | +169.7% |
| 1Y | +207.2% | -8.6% | +215.8% | +207.8% |
| 3Y | +227.7% | +71.9% | +155.8% | +157.8% |
| 5Y | +118.0% | +50.0% | +68.0% | +79.0% |
| 10Y | +1,682.1% | +390.1% | +1,292.1% | +800.7% |
| All | +808.7% | +2,234.5% | -1,425.8% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling