-18.6%
NRG vs CBRE
-7.7%
-10.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.5% |
| 7D | +7.1% | -2.0% | +9.1% | +7.3% |
| 30D | -1.4% | -2.2% | +0.8% | -1.2% |
| 3M | -10.5% | +12.9% | -23.4% | -11.8% |
| 6M | -26.7% | +4.3% | -31.1% | -27.6% |
| YTD | -24.5% | -8.0% | -16.5% | -26.0% |
| 1Y | -18.6% | -8.6% | -10.0% | -21.8% |
| All | -18.6% | -7.7% | -10.9% | -21.8% |
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