+1,065.2%
NRG vs CBRE
+407.4%
+657.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.8% |
| 7D | -4.7% | -5.0% | +0.3% | -2.6% |
| 30D | -6.0% | -4.7% | -1.3% | -4.2% |
| 3M | -8.0% | +6.5% | -14.5% | -11.4% |
| 6M | -23.2% | +6.1% | -29.2% | -26.1% |
| YTD | -28.1% | -12.6% | -15.4% | -25.6% |
| 1Y | -27.3% | -15.3% | -12.0% | -24.0% |
| 3Y | +208.7% | +64.6% | +144.0% | +135.9% |
| 5Y | +197.7% | +45.0% | +152.7% | +134.5% |
| All | +1,065.2% | +407.4% | +657.7% | +381.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling