+354.1%
USB vs CBRE
+2,128.1%
-1,773.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.4% |
| 7D | +2.4% | +14.1% | -11.7% | -2.5% |
| 30D | +6.6% | +9.0% | -2.5% | +3.0% |
| 3M | -4.1% | -6.6% | +2.5% | -2.3% |
| 6M | +12.5% | +0.8% | +11.7% | +11.1% |
| YTD | +17.6% | -12.2% | +29.9% | +21.2% |
| 1Y | +36.5% | -6.8% | +43.3% | +37.5% |
| 3Y | +95.4% | +85.6% | +9.7% | +52.1% |
| 5Y | +26.1% | +33.9% | -7.8% | +9.7% |
| 10Y | +101.3% | +434.1% | -332.8% | +8.1% |
| All | +354.1% | +2,128.1% | -1,773.9% | +45.1% |
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 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