+764.7%
CNP vs CBRE
+2,234.5%
-1,469.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +1.1% | -2.0% | +3.1% | +1.4% |
| 30D | -1.8% | -2.2% | +0.4% | -1.6% |
| 3M | -4.6% | +12.9% | -17.5% | -6.7% |
| 6M | -8.8% | +4.3% | -13.2% | -9.9% |
| YTD | +5.2% | -8.0% | +13.3% | +5.8% |
| 1Y | +8.3% | -8.6% | +16.9% | +8.8% |
| 3Y | +54.9% | +71.9% | -17.0% | +38.6% |
| 5Y | +73.5% | +50.0% | +23.5% | +57.1% |
| 10Y | +139.1% | +390.1% | -250.9% | +78.8% |
| All | +764.7% | +2,234.5% | -1,469.8% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling