+27.3%
CBRE vs NIO
-93.2%
+120.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +1.0% |
| 7D | -1.8% | -14.5% | +12.7% | +0.1% |
| 30D | +3.3% | -15.0% | +18.3% | +5.3% |
| 3M | -12.4% | -35.6% | +23.2% | -7.7% |
| 6M | -5.4% | -55.7% | +50.3% | +4.0% |
| YTD | -17.2% | -43.1% | +25.9% | -12.5% |
| 1Y | -13.1% | -53.5% | +40.4% | -5.9% |
| 3Y | +81.6% | -59.8% | +141.4% | +89.0% |
| All | +27.3% | -93.2% | +120.5% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling