+282.5%
UNP vs CBRE
+381.8%
-99.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | -1.7% | -1.7% | 0.0% | -1.2% |
| 30D | -2.1% | -3.0% | +0.8% | -1.3% |
| 3M | +5.4% | +2.6% | +2.8% | +3.7% |
| 6M | +13.4% | +2.0% | +11.4% | +11.1% |
| YTD | +25.0% | -13.1% | +38.1% | +29.3% |
| 1Y | +34.6% | -13.8% | +48.4% | +39.3% |
| 3Y | +43.6% | +63.9% | -20.2% | +9.5% |
| 5Y | +51.7% | +42.3% | +9.4% | +19.8% |
| 10Y | +282.5% | +401.2% | -118.7% | +72.3% |
| All | +282.5% | +381.8% | -99.3% | +72.3% |
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