+72.2%
CBRE vs NIO
-64.6%
+136.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | -2.0% | -13.0% | +11.1% | -1.0% |
| 30D | -2.2% | -18.3% | +16.1% | -0.8% |
| 3M | +12.9% | -33.2% | +46.1% | +16.0% |
| 6M | +4.3% | -21.5% | +25.8% | +5.6% |
| YTD | -8.0% | -25.5% | +17.4% | -6.7% |
| 1Y | -8.6% | -38.0% | +29.5% | -6.5% |
| All | +72.2% | -64.6% | +136.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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