+139.8%
CNP vs CBRE
+421.6%
-281.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.2% |
| 7D | -4.3% | +1.0% | -5.4% | -4.7% |
| 30D | +5.7% | +5.6% | +0.1% | +3.6% |
| 3M | +0.9% | -6.8% | +7.7% | +2.4% |
| 6M | -1.1% | -5.6% | +4.5% | -0.4% |
| YTD | +8.3% | -14.1% | +22.3% | +11.0% |
| 1Y | +5.9% | -9.5% | +15.4% | +6.5% |
| 3Y | +64.6% | +91.8% | -27.1% | +22.6% |
| 5Y | +74.6% | +30.3% | +44.3% | +46.2% |
| 10Y | +139.8% | +406.9% | -267.0% | +31.9% |
| All | +139.8% | +421.6% | -281.7% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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