+216.1%
UNH vs CBRE
+379.0%
-163.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.5% |
| 7D | +3.4% | -1.8% | +5.1% | +3.8% |
| 30D | +3.0% | +3.3% | -0.3% | +1.9% |
| 3M | +2.7% | -12.4% | +15.1% | +6.0% |
| 6M | +2.8% | -5.4% | +8.1% | +3.5% |
| YTD | +25.9% | -17.2% | +43.1% | +30.4% |
| 1Y | +25.8% | -13.1% | +38.9% | +28.4% |
| 3Y | -20.0% | +81.6% | -101.6% | -37.2% |
| 5Y | -2.8% | +26.4% | -29.3% | -15.8% |
| All | +216.1% | +379.0% | -163.0% | +74.9% |
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 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