+392.5%
CBRE vs CNI
+138.2%
+254.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.2% |
| 7D | -5.0% | -0.4% | -4.6% | -4.7% |
| 30D | -4.7% | -2.7% | -2.0% | -2.9% |
| 3M | +6.5% | +3.9% | +2.6% | +3.5% |
| 6M | +6.1% | +16.4% | -10.3% | -5.3% |
| YTD | -12.6% | +25.8% | -38.4% | -26.6% |
| 1Y | -15.3% | +32.4% | -47.7% | -31.6% |
| 3Y | +64.6% | +19.1% | +45.5% | +39.4% |
| 5Y | +45.0% | +13.6% | +31.4% | +24.8% |
| All | +392.5% | +138.2% | +254.3% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling