+330.3%
NLY vs CBRE
+2,078.8%
-1,748.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.4% |
| 7D | -3.6% | -7.2% | +3.6% | -1.7% |
| 30D | -4.9% | -6.4% | +1.5% | -3.4% |
| 3M | +6.2% | +2.9% | +3.3% | +5.0% |
| 6M | +4.5% | +2.5% | +2.0% | +3.3% |
| YTD | +5.1% | -14.2% | +19.3% | +8.3% |
| 1Y | +13.5% | -15.1% | +28.7% | +17.1% |
| 3Y | +65.6% | +61.9% | +3.7% | +42.7% |
| 5Y | +26.9% | +42.4% | -15.5% | +12.3% |
| 10Y | +81.8% | +395.1% | -313.3% | +15.1% |
| All | +330.3% | +2,078.8% | -1,748.5% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling