-32.7%
UPS vs CBRE
+26.1%
-58.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.8% | -1.8% | +5.5% | +4.4% |
| 30D | +17.4% | +3.3% | +14.1% | +15.8% |
| 3M | +8.2% | -12.4% | +20.6% | +12.8% |
| 6M | +17.9% | -5.4% | +23.3% | +19.0% |
| YTD | +18.7% | -17.2% | +35.9% | +24.5% |
| 1Y | +24.8% | -13.1% | +37.9% | +28.3% |
| 3Y | -4.5% | +81.6% | -86.1% | -31.3% |
| All | -32.7% | +26.1% | -58.8% | -44.9% |
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