+74.9%
USAR vs CBRE
+70.1%
+4.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.1% | -2.0% | -0.1% | -1.9% |
| 30D | +2.6% | -2.2% | +4.8% | +2.8% |
| 3M | -35.0% | +12.9% | -47.9% | -36.1% |
| 6M | -6.9% | +4.3% | -11.2% | -7.0% |
| YTD | +48.0% | -8.0% | +56.0% | +48.1% |
| 1Y | +24.8% | -8.6% | +33.4% | +24.6% |
| 3Y | +73.2% | +71.9% | +1.4% | +72.2% |
| All | +74.9% | +70.1% | +4.8% | +73.8% |
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