+92.5%
USB vs CBRE
+80.2%
+12.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.7% |
| 7D | -1.5% | +6.0% | -7.5% | -4.0% |
| 30D | +4.3% | +4.4% | -0.1% | +2.1% |
| 3M | -6.1% | -9.8% | +3.7% | -2.4% |
| 6M | +9.4% | -4.4% | +13.8% | +10.1% |
| YTD | +15.2% | -15.2% | +30.4% | +21.3% |
| 1Y | +32.8% | -9.1% | +41.9% | +34.6% |
| All | +92.5% | +80.2% | +12.3% | +20.0% |
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