+405.0%
NEM vs CBRE
+2,234.5%
-1,829.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | +0.3% | -2.0% | +2.3% | +0.6% |
| 30D | +23.1% | -2.2% | +25.3% | +23.4% |
| 3M | +18.5% | +12.9% | +5.6% | +16.4% |
| 6M | +7.8% | +4.3% | +3.5% | +7.0% |
| YTD | +29.1% | -8.0% | +37.2% | +30.0% |
| 1Y | +72.7% | -8.6% | +81.2% | +73.9% |
| 3Y | +248.7% | +71.9% | +176.9% | +221.2% |
| 5Y | +148.7% | +50.0% | +98.7% | +130.7% |
| 10Y | +304.8% | +390.1% | -85.3% | +210.4% |
| All | +405.0% | +2,234.5% | -1,829.5% | +146.6% |
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