+1,953.9%
NEE vs CBRE
+2,234.5%
-280.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | +1.9% | -2.0% | +3.9% | +2.2% |
| 30D | -2.2% | -2.2% | 0.0% | -1.9% |
| 3M | -1.2% | +12.9% | -14.1% | -3.1% |
| 6M | -8.6% | +4.3% | -12.9% | -9.5% |
| YTD | +6.2% | -8.0% | +14.2% | +6.7% |
| 1Y | +21.1% | -8.6% | +29.7% | +21.7% |
| 3Y | +36.4% | +71.9% | -35.5% | +23.8% |
| 5Y | +11.4% | +50.0% | -38.6% | +2.3% |
| 10Y | +250.0% | +390.1% | -140.1% | +167.8% |
| All | +1,953.9% | +2,234.5% | -280.6% | +1,164.9% |
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 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