+687.9%
NFLX vs CBRE
+381.8%
+306.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -8.1% | -1.7% | -6.4% | -7.7% |
| 30D | -0.3% | -3.0% | +2.6% | +0.5% |
| 3M | -6.6% | +2.6% | -9.2% | -7.4% |
| 6M | -22.7% | +2.0% | -24.7% | -23.5% |
| YTD | -18.9% | -13.1% | -5.8% | -16.3% |
| 1Y | -39.8% | -13.8% | -26.0% | -38.0% |
| 3Y | +71.7% | +63.9% | +7.8% | +42.9% |
| 5Y | +27.2% | +42.3% | -15.1% | +8.4% |
| 10Y | +687.9% | +401.2% | +286.7% | +359.8% |
| All | +687.9% | +381.8% | +306.1% | +359.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling