+236.3%
UNH vs CBRE
+398.3%
-162.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.9% |
| 7D | -3.2% | -7.2% | +4.1% | -1.1% |
| 30D | -3.5% | -6.4% | +3.0% | -1.9% |
| 3M | -4.2% | +2.9% | -7.1% | -5.4% |
| 6M | +38.3% | +2.5% | +35.8% | +36.4% |
| YTD | +19.2% | -14.2% | +33.4% | +22.7% |
| 1Y | +15.0% | -15.1% | +30.1% | +18.6% |
| 3Y | -14.5% | +61.9% | -76.4% | -30.2% |
| 5Y | +4.6% | +42.4% | -37.8% | -12.9% |
| All | +236.3% | +398.3% | -162.0% | +70.8% |
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 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