-13.0%
USAR vs CBRE
+59.0%
-72.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.0% | +4.5% | +6.3% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | -30.3% | +5.6% | -35.9% | -30.7% |
| 3M | -54.7% | -6.8% | -47.9% | -54.3% |
| 6M | -67.5% | -5.6% | -61.9% | -67.2% |
| YTD | -26.4% | -14.1% | -12.3% | -25.8% |
| 1Y | -49.5% | -9.5% | -40.1% | -49.2% |
| 3Y | -14.5% | +91.8% | -106.2% | -14.2% |
| All | -13.0% | +59.0% | -72.0% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling