+46.9%
UNP vs CBRE
+73.2%
-26.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -5.3% | -2.0% | -3.4% | -5.0% |
| 30D | -1.5% | -2.2% | +0.6% | -1.2% |
| 3M | +10.3% | +12.9% | -2.7% | +7.0% |
| 6M | +9.7% | +4.3% | +5.4% | +7.9% |
| YTD | +27.1% | -8.0% | +35.1% | +28.2% |
| 1Y | +32.6% | -8.6% | +41.1% | +33.7% |
| All | +46.9% | +73.2% | -26.3% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling