+157.7%
NEM vs CBRE
+42.7%
+115.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | +3.1% | -1.7% | +4.7% | +3.4% |
| 30D | +10.0% | -3.0% | +13.0% | +10.7% |
| 3M | +30.9% | +2.6% | +28.3% | +29.7% |
| 6M | +10.5% | +2.0% | +8.5% | +9.7% |
| YTD | +29.7% | -13.1% | +42.9% | +32.5% |
| 1Y | +71.1% | -13.8% | +84.9% | +74.9% |
| 3Y | +252.1% | +63.9% | +188.2% | +203.7% |
| 5Y | +157.7% | +42.3% | +115.4% | +111.9% |
| All | +157.7% | +42.7% | +115.0% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling