+344.1%
NEM vs CBRE
+1,992.7%
-1,648.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -5.9% | -2.8% | -3.1% | -5.5% |
| 30D | -2.6% | +2.2% | -4.8% | -2.8% |
| 3M | -4.2% | -10.1% | +5.9% | -2.9% |
| 6M | -5.5% | -8.0% | +2.5% | -4.6% |
| YTD | +13.5% | -17.6% | +31.1% | +16.0% |
| 1Y | +22.2% | -14.7% | +36.9% | +24.3% |
| 3Y | +249.0% | +80.4% | +168.6% | +219.8% |
| 5Y | +120.1% | +25.9% | +94.2% | +109.0% |
| 10Y | +356.3% | +379.5% | -23.2% | +251.0% |
| All | +344.1% | +1,992.7% | -1,648.6% | +120.0% |
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 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