+2,225.8%
CBRE vs CNI
+1,643.9%
+581.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -1.5% | +2.5% | -4.0% | -3.9% |
| 30D | -4.0% | -2.5% | -1.5% | -1.6% |
| 3M | +8.0% | +2.7% | +5.3% | +4.7% |
| 6M | +4.0% | +16.9% | -13.0% | -12.4% |
| YTD | -11.5% | +26.3% | -37.9% | -31.8% |
| 1Y | -13.0% | +31.1% | -44.1% | -35.8% |
| 3Y | +66.9% | +21.1% | +45.8% | +27.2% |
| 5Y | +45.0% | +11.0% | +34.0% | +16.1% |
| 10Y | +385.0% | +128.1% | +256.9% | +59.7% |
| All | +2,225.8% | +1,643.9% | +581.9% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling