+3,139.8%
UNP vs CBRE
+2,028.3%
+1,111.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +1.8% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +8.0% | +3.1% | +5.0% | +7.0% |
| 3M | +3.3% | -6.4% | +9.7% | +4.6% |
| 6M | +14.7% | -7.9% | +22.6% | +16.1% |
| YTD | +31.9% | -16.2% | +48.1% | +35.7% |
| 1Y | +37.1% | -11.2% | +48.3% | +39.0% |
| 3Y | +51.9% | +83.4% | -31.6% | +26.9% |
| 5Y | +39.3% | +28.4% | +10.9% | +25.4% |
| 10Y | +284.1% | +386.8% | -102.7% | +148.7% |
| All | +3,139.8% | +2,028.3% | +1,111.5% | +1,255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling