+41.2%
USB vs CBRE
+50.7%
-9.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +1.4% | -2.0% | +3.4% | +2.4% |
| 30D | -1.3% | -2.2% | +0.9% | -0.6% |
| 3M | +15.2% | +12.9% | +2.3% | +7.1% |
| 6M | +18.8% | +4.3% | +14.5% | +14.7% |
| YTD | +21.0% | -8.0% | +29.1% | +23.6% |
| 1Y | +34.0% | -8.6% | +42.6% | +36.9% |
| 3Y | +95.3% | +71.9% | +23.4% | +32.8% |
| All | +41.2% | +50.7% | -9.6% | -0.8% |
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 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