+245.4%
NEE vs CBRE
+398.3%
-153.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | 0.0% |
| 7D | -1.9% | -7.2% | +5.3% | -0.1% |
| 30D | -3.1% | -6.4% | +3.3% | -1.7% |
| 3M | -2.4% | +2.9% | -5.4% | -3.5% |
| 6M | -8.6% | +2.5% | -11.1% | -9.9% |
| YTD | +4.9% | -14.2% | +19.1% | +7.5% |
| 1Y | +19.4% | -15.1% | +34.5% | +22.4% |
| 3Y | +34.9% | +61.9% | -27.0% | +13.5% |
| 5Y | +11.0% | +42.4% | -31.4% | -5.2% |
| All | +245.4% | +398.3% | -153.0% | +127.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling