-58.6%
NKE vs CBRE
+63.2%
-121.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -2.3% | -1.7% | -0.7% | -1.8% |
| 30D | -10.4% | -3.0% | -7.4% | -9.5% |
| 3M | -15.5% | +2.6% | -18.1% | -16.4% |
| 6M | -32.6% | +2.0% | -34.6% | -33.4% |
| YTD | -39.8% | -13.1% | -26.7% | -37.5% |
| 1Y | -47.6% | -13.8% | -33.8% | -45.5% |
| All | -58.6% | +63.2% | -121.8% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling