-75.5%
NKE vs CBRE
+39.8%
-115.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -5.5% | -7.2% | +1.7% | -2.3% |
| 30D | -10.4% | -6.4% | -4.0% | -7.7% |
| 3M | -15.8% | +2.9% | -18.7% | -17.3% |
| 6M | -33.4% | +2.5% | -35.9% | -34.8% |
| YTD | -41.0% | -14.2% | -26.8% | -37.7% |
| 1Y | -49.1% | -15.1% | -33.9% | -46.1% |
| 3Y | -59.8% | +61.9% | -121.7% | -70.2% |
| 5Y | -75.5% | +42.4% | -117.9% | -81.1% |
| All | -75.5% | +39.8% | -115.2% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling