-33.5%
UPS vs CBRE
+42.7%
-76.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.6% | -0.6% |
| 7D | -3.7% | -1.7% | -2.0% | -3.2% |
| 30D | -3.7% | -3.0% | -0.8% | -2.9% |
| 3M | -6.6% | +2.6% | -9.2% | -7.9% |
| 6M | +2.6% | +2.0% | +0.6% | +0.9% |
| YTD | +4.8% | -13.1% | +17.9% | +8.4% |
| 1Y | +25.3% | -13.8% | +39.1% | +29.7% |
| 3Y | -26.9% | +63.9% | -90.7% | -44.2% |
| 5Y | -33.5% | +42.3% | -75.8% | -47.3% |
| All | -33.5% | +42.7% | -76.2% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling