+214.3%
UPS vs CBRE
+2,024.9%
-1,810.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.6% | -4.6% | +3.0% | -0.7% |
| 30D | +17.9% | +3.0% | +15.0% | +17.1% |
| 3M | +9.4% | -8.7% | +18.1% | +11.1% |
| 6M | +16.2% | -7.9% | +24.1% | +17.5% |
| YTD | +18.8% | -16.3% | +35.1% | +21.8% |
| 1Y | +26.1% | -13.1% | +39.2% | +28.4% |
| 3Y | -4.5% | +83.1% | -87.6% | -16.8% |
| 5Y | -33.2% | +27.7% | -60.9% | -38.1% |
| 10Y | +44.3% | +386.9% | -342.6% | +2.2% |
| All | +214.3% | +2,024.9% | -1,810.7% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling