+36.1%
UPS vs CBRE
+381.8%
-345.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.7% |
| 7D | -3.7% | -1.7% | -2.0% | -3.2% |
| 30D | -3.7% | -3.0% | -0.8% | -3.0% |
| 3M | -6.6% | +2.6% | -9.2% | -7.8% |
| 6M | +2.6% | +2.0% | +0.6% | +1.1% |
| YTD | +4.8% | -13.1% | +17.9% | +8.1% |
| 1Y | +25.3% | -13.8% | +39.1% | +29.4% |
| 3Y | -26.9% | +63.9% | -90.7% | -41.0% |
| 5Y | -33.5% | +42.3% | -75.8% | -44.8% |
| 10Y | +36.1% | +401.2% | -365.1% | -23.7% |
| All | +36.1% | +381.8% | -345.7% | -23.7% |
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 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