-19.0%
USAR vs CBRE
+53.2%
-72.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.5% |
| 30D | -20.9% | +3.3% | -24.2% | -21.1% |
| 3M | -56.2% | -12.4% | -43.8% | -55.5% |
| 6M | -67.9% | -5.4% | -62.5% | -67.7% |
| YTD | -31.4% | -17.2% | -14.2% | -30.5% |
| 1Y | -45.1% | -13.1% | -32.0% | -44.4% |
| 3Y | -20.3% | +81.6% | -101.9% | -19.6% |
| All | -19.0% | +53.2% | -72.1% | -18.4% |
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 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