+44.3%
UPS vs CBRE
+387.8%
-343.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.6% | -4.6% | +3.0% | -0.1% |
| 30D | +17.9% | +3.0% | +15.0% | +16.6% |
| 3M | +9.4% | -8.7% | +18.1% | +12.2% |
| 6M | +16.2% | -7.9% | +24.1% | +18.2% |
| YTD | +18.8% | -16.3% | +35.1% | +23.7% |
| 1Y | +26.1% | -13.1% | +39.2% | +29.5% |
| 3Y | -4.5% | +83.1% | -87.6% | -26.1% |
| 5Y | -33.2% | +27.7% | -60.9% | -42.8% |
| 10Y | +44.3% | +386.9% | -342.6% | -16.4% |
| All | +44.3% | +387.8% | -343.5% | -16.4% |
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