+247.7%
NEM vs CBRE
+67.4%
+180.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.2% |
| 7D | +3.9% | -1.5% | +5.4% | +4.2% |
| 30D | +12.7% | -4.0% | +16.7% | +13.7% |
| 3M | +28.7% | +8.0% | +20.6% | +25.7% |
| 6M | +9.8% | +4.0% | +5.8% | +8.3% |
| YTD | +28.1% | -11.5% | +39.6% | +30.1% |
| 1Y | +69.3% | -13.0% | +82.4% | +72.6% |
| 3Y | +247.7% | +66.9% | +180.8% | +167.8% |
| All | +247.7% | +67.4% | +180.2% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling