+1,135.8%
URI vs CBRE
+379.0%
+756.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.6% |
| 7D | +6.7% | -1.8% | +8.5% | +8.0% |
| 30D | +8.9% | +3.3% | +5.6% | +5.8% |
| 3M | +0.5% | -12.4% | +12.9% | +8.3% |
| 6M | +20.7% | -5.4% | +26.0% | +21.3% |
| YTD | +40.0% | -17.2% | +57.2% | +50.6% |
| 1Y | +34.4% | -13.1% | +47.5% | +39.4% |
| 3Y | +149.5% | +81.6% | +67.9% | +44.3% |
| 5Y | +205.6% | +26.4% | +179.1% | +126.8% |
| All | +1,135.8% | +379.0% | +756.8% | +306.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling