-24.0%
NKE vs CBRE
+407.4%
-431.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.3% |
| 7D | -4.2% | -5.0% | +0.8% | -2.0% |
| 30D | -8.2% | -4.7% | -3.5% | -6.3% |
| 3M | -19.1% | +6.5% | -25.6% | -21.6% |
| 6M | -32.6% | +6.1% | -38.7% | -34.9% |
| YTD | -40.7% | -12.6% | -28.1% | -38.1% |
| 1Y | -48.9% | -15.3% | -33.6% | -46.0% |
| 3Y | -59.2% | +64.6% | -123.8% | -68.8% |
| 5Y | -75.3% | +45.0% | -120.3% | -80.4% |
| All | -24.0% | +407.4% | -431.5% | -63.2% |
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