+72.7%
NEM vs CBRE
-7.7%
+80.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.3% | -2.0% | +2.3% | +0.8% |
| 30D | +23.1% | -2.2% | +25.3% | +23.6% |
| 3M | +18.5% | +12.9% | +5.6% | +14.2% |
| 6M | +7.8% | +4.3% | +3.5% | +6.3% |
| YTD | +29.1% | -8.0% | +37.2% | +26.6% |
| 1Y | +72.7% | -8.6% | +81.2% | +69.4% |
| All | +72.7% | -7.7% | +80.3% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling