+2,156.0%
CBRE vs NYT
+86.5%
+2,069.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -7.2% | -0.7% | -6.5% | -6.9% |
| 30D | -6.4% | +4.5% | -10.9% | -8.6% |
| 3M | +2.9% | -8.5% | +11.5% | +6.8% |
| 6M | +2.5% | -15.1% | +17.6% | +9.8% |
| YTD | -14.2% | -3.3% | -10.9% | -14.8% |
| 1Y | -15.1% | +17.0% | -32.1% | -24.2% |
| 3Y | +61.9% | +55.7% | +6.2% | +18.4% |
| 5Y | +42.4% | +38.9% | +3.5% | +4.6% |
| 10Y | +395.1% | +485.3% | -90.2% | +31.1% |
| All | +2,156.0% | +86.5% | +2,069.5% | +503.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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