+185.9%
UPS vs CBRE
+2,234.5%
-2,048.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.5% |
| 30D | -3.5% | -2.2% | -1.3% | -3.2% |
| 3M | -5.7% | +12.9% | -18.6% | -8.2% |
| 6M | -4.4% | +4.3% | -8.7% | -5.5% |
| YTD | +8.0% | -8.0% | +16.1% | +9.0% |
| 1Y | +29.0% | -8.6% | +37.6% | +30.1% |
| 3Y | -27.7% | +71.9% | -99.6% | -36.3% |
| 5Y | -34.3% | +50.0% | -84.3% | -40.9% |
| 10Y | +37.8% | +390.1% | -352.3% | -2.8% |
| All | +185.9% | +2,234.5% | -2,048.6% | +39.9% |
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 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