+73.6%
USAR vs CBRE
+67.4%
+6.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.6% |
| 7D | +2.3% | -1.5% | +3.8% | +2.4% |
| 30D | -8.6% | -4.0% | -4.6% | -8.3% |
| 3M | -20.5% | +8.0% | -28.5% | -21.4% |
| 6M | +1.2% | +4.0% | -2.8% | +1.1% |
| YTD | +48.4% | -11.5% | +59.9% | +49.0% |
| 1Y | +30.6% | -13.0% | +43.6% | +30.9% |
| 3Y | +73.6% | +66.9% | +6.8% | +73.1% |
| All | +73.6% | +67.4% | +6.2% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling