-48.9%
NKE vs CBRE
-14.0%
-34.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.1% |
| 7D | -4.2% | -5.0% | +0.8% | -2.6% |
| 30D | -8.2% | -4.7% | -3.5% | -6.8% |
| 3M | -19.1% | +6.5% | -25.6% | -20.7% |
| 6M | -32.6% | +6.1% | -38.7% | -34.0% |
| YTD | -40.7% | -12.6% | -28.1% | -39.3% |
| 1Y | -48.9% | -15.3% | -33.6% | -49.6% |
| All | -48.9% | -14.0% | -34.9% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling