+19.3%
NLY vs CBRE
-7.7%
+27.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -1.0% | -2.0% | +1.0% | -0.6% |
| 30D | +0.6% | -2.2% | +2.8% | +1.0% |
| 3M | +10.8% | +12.9% | -2.1% | +8.1% |
| 6M | +6.2% | +4.3% | +1.9% | +4.8% |
| YTD | +9.0% | -8.0% | +17.1% | +8.3% |
| 1Y | +19.3% | -8.6% | +27.9% | +18.1% |
| All | +19.3% | -7.7% | +27.0% | +18.1% |
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 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