+284.1%
UNP vs CBRE
+388.5%
-104.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +8.0% | +3.1% | +5.0% | +6.4% |
| 3M | +3.3% | -6.4% | +9.7% | +5.2% |
| 6M | +14.7% | -7.9% | +22.6% | +16.8% |
| YTD | +31.9% | -16.2% | +48.1% | +37.7% |
| 1Y | +37.1% | -11.2% | +48.3% | +39.5% |
| 3Y | +51.9% | +83.4% | -31.6% | +9.6% |
| 5Y | +39.3% | +28.4% | +10.9% | +14.4% |
| 10Y | +284.1% | +386.8% | -102.7% | +74.8% |
| All | +284.1% | +388.5% | -104.4% | +74.8% |
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