-4.5%
UPS vs CBRE
+84.7%
-89.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.6% | -4.6% | +3.0% | -0.4% |
| 30D | +17.9% | +3.0% | +15.0% | +16.9% |
| 3M | +9.4% | -8.7% | +18.1% | +11.7% |
| 6M | +16.2% | -7.9% | +24.1% | +18.1% |
| YTD | +18.8% | -16.3% | +35.1% | +22.9% |
| 1Y | +26.1% | -13.1% | +39.2% | +28.8% |
| All | -4.5% | +84.7% | -89.2% | -30.8% |
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